May 9-10, 2013
London School of Economics
London, UK
Website
Monday, 18 March 2013
Thursday, 14 March 2013
3rd Annual Princeton-CMU Quant Trading Conference
April 13, 2013
Department of Operations Research and Financial Engineering
Princeton University
Princeton, NJ
Website
Department of Operations Research and Financial Engineering
Princeton University
Princeton, NJ
Website
Wednesday, 27 February 2013
Tuesday, 26 February 2013
Rutgers Mathematical Finance and Partial Differential Equations Conference 2013
The Heldrich Hotel
Neighboring the campus of Rutgers University, New Brunswick, New Jersey
Friday, November 1, 2013
Website
Neighboring the campus of Rutgers University, New Brunswick, New Jersey
Friday, November 1, 2013
Website
AMS Fall Eastern Sectional Meeting: Special Session on Partial Differential Equations, Stochastic Analysis, and Applications to Mathematical Finance
October 12-13, 2013
Temple University
Philadelphia, PA
website
Organizers: Paul Feehan (Rutgers University), Ruoting Gong (Rutgers University), and Camelia Pop (University of Pennsylvania)
Description: The purpose of this special session is to highlight new methods, directions and recent research in partial differential equations, stochastic analysis, and their application to probability theory and mathematical finance. Topics may include backward stochastic differential equations, degenerate elliptic and parabolic PDEs, fully nonlinear PDEs, obstacle and free boundary problems, nonlocal PDEs, optimal stopping problems, stochastic PDEs, stochastic representations, stochastic control, and applications to mathematical finance.
Temple University
Philadelphia, PA
website
Organizers: Paul Feehan (Rutgers University), Ruoting Gong (Rutgers University), and Camelia Pop (University of Pennsylvania)
Description: The purpose of this special session is to highlight new methods, directions and recent research in partial differential equations, stochastic analysis, and their application to probability theory and mathematical finance. Topics may include backward stochastic differential equations, degenerate elliptic and parabolic PDEs, fully nonlinear PDEs, obstacle and free boundary problems, nonlocal PDEs, optimal stopping problems, stochastic PDEs, stochastic representations, stochastic control, and applications to mathematical finance.
- Deadline for consideration (if not invited) for inclusion in this special session: June 25, 2013
- Deadline for ALL abstract submissions: August 20, 2013
Monday, 25 February 2013
Sunday, 24 February 2013
Monday, 11 February 2013
Tuesday, 29 January 2013
Wednesday, 23 January 2013
Friday, 18 January 2013
Monday, 7 January 2013
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