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 invited speakers include:
  • Robert Fernholz, INTECH
  • Ruoting Gong, Illinois Institute of Technology - Chicago
  • Paolo Guasoni, Boston University
  • Martin Keller-Ressel, Dresden University of Technology
  • Matt Lorig, University of Washington
  • Marcel Nutz, Columbia University
  • Huyen Pham, Paris Diderot University - Paris
  • Kavita Ramanan, Brown University
  • Mykhaylo Shkolnikov, Princeton University
  • Agnes Sulem, INRIA

Organizing Committee

  • Paul Feehan, Rutgers University
  • Kihun Nam, Rutgers University
  • Daniel Ocone, Rutgers University
  • Triet Pham, Rutgers University

Contributed Presentations

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

Previous Mathematical Finance conferences at Rutgers: