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2017 - Mathematical Finance, Probability, and Partial Differential Equations Conference

Scientific Abstract

This two-and-a-half-day conference is on mathematical finance, probability theory, and partial differential equations to be held at Rutgers University, New Brunswick, May 17-19, 2017 (for the precise time and place, see under Schedule).  The scientific themes are stochastic analysis and its applications to mathematical finance and partial differential equations. These topics touch upon the highly active research areas of stochastic differential games, backward stochastic differential equations, stochastic portfolio theory, and systemic risk.

Invited Speakers

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The invited speakers include:

Organizing Committee

Contributed Presentations

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Our conferences seek to encourage and promote early-career mathematicians: The conference schedule will allow for sixteen contributed talks without parallel sessions. Priority for travel funding will be given to presenters who are graduate students, other junior mathematicians, and those from underrepresented groups.

We have limited financial support available for junior US-located researchers (including graduate students, post docs, and tenure tracks). Please see under registration.

Contact Us


Mathematical Finance Master's Program

Department of Mathematics, Hill 348
Hill Center for Mathematical Sciences
Rutgers, The State University of New Jersey
110 Frelinghuysen Road
Piscataway, NJ 08854-8019

Email: finmath (at)
Phone: +1.848.445.3920
Fax: +1.732.445.5530