Meetings/Workshops on Applied Maths: Economics and Finance in France

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1
Innovative Research in Mathematical Finance
03 Sep 2018 - 07 Sep 2018 • CIRM Luminy, Marseille, France
Abstract:
The main goal of this conference is to gather researchers from many countries in mathematical finance, especially in the field of financial market modelling in presence of transaction costs, but also risk measures, stochastic calculus and beyond. It will gather international experts working on innovative problems in mathematical finance in order to take into account the financial market reality. Part of this conference will be devoted to geometrical financial market models. This is also an opportunity to celebrate Yuri Kabanov's major contributions in this field on the occasion of his 70th birthday and to review the state of progress. Other innovative topics will be presented, such as dynamic vector-valued risk measures, stochastic control, backward stochastic differential equations, and mean field games. It will be a great opportunity to stimulate exchanges between experts from diverse backgrounds, give rise to new projects and galvanise the mathematical finance community.
Event listing ID:
1017917

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Last updated: 18 February 2018