Organizing Committee

Paul Feehan
Rutgers, The State University of New Jersey
Daniel Ocone
Rutgers, The State University of New Jersey

Scientific Abstract

Partial differential equations, probability, and analytical methods are fundamental in the modeling and description of financial markets. The purpose of this meeting is to highlight the new methods, directions and the most recent research in partial differential equations, probability, stochastic control, numerical analysis, and their application to mathematical finance. The meeting encourages the participation of academic and industry researchers in this field and contributions on related topics are welcome.

Invited Speakers

The eleven invited speakers (35-minute presentations) include:
  • Peter Bank, Technische Universität Berlin
  • Erhan Bayraktar, University of Michigan
  • Matt Cushman, Knight Capital Group
  • Panagiota Daskalopoulos, Columbia University
  • Emmanuel Gobet, École Polytechnique, Paris
  • Igor Halperin, JP Morgan
  • Kumar Muthuraman, McComb School of Business, University of Texas at Austin
  • Andrea Pascucci, Universit√† di Bologna
  • Johan Tysk, Uppsala Universitet, Sweden
  • Thaleia Zariphopoulou, University of Oxford and University of Texas at Austin
  • Jianfeng Zhang, University of Southern California

Contributed Presentations

A program of five parallel sessions featuring short contributed presentations by academic and industry researchers is included in the schedule.

Scientific Committee

  • Tomasz Bielecki, Illinois Institute of Technology
  • John Chadam, University of Pittsburgh
  • Rama Cont, Columbia University
  • Paul Feehan, Rutgers, The State University of New Jersey
  • Elton Hsu, Northwestern University
  • Andrey Itkin, HAP Capital and Rutgers University
  • Ioannis Karatzas, Columbia University
  • Peter Laurence, University of Rome
  • Daniel Ocone, Rutgers, The State University of New Jersey
  • Chris Rogers, Cambridge University
  • Hao Xing, Boston University
  • Thaleia Zariphopoulou, The University of Oxford and the University of Texas at Austin

 

Previous Mathematical Finance conferences at Rutgers: