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Saturday, 01 June 2013 - Sunday, 30 June 2013

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Frontiers in Financial Mathematics

The Financial Mathematics Computation Cluster (FMC2) is a collaboration between Industry, University College Dublin, Dublin City University, and NUI Maynooth. FMC2 brings together complementary expertise in financial mathematics, financial economics and computer science to create a multi-disciplinary research programme in asset and risk management, areas of critical importance to the future development of the international financial services sector in Ireland.

Sessions will include "Affine models in finance" and "BSDEs in Finance". There will be a large panel of international pleanry speakers including:
Bruno Bouchard (Universite de Paris Dauphine)
Rene Carmona (Princeton University)
Patrick Cheridito (Princeton University)
Jaksa Cvitanic (Caltech and EDHEC Business School)
Hans Foellmer (Humboldt University)
Jean-Pierre Fouque (University of California at Santa Barbara)
Peter Imkeller (Humboldt University)
Jan Kallsen (Christian Albrechts University at Kiel)
Ioannis Karatzas (Columbia University)
Kostas Kardaras (London School of Economics)
Dmitry Kramkov (Carnegie Mellon and Oxford University)
Michael Kupper (University Konstanz)
Johannes Muhle-Karbe (ETH Zurich)
Huyen Pham (Paris 7)
Walter Schachermayer (University of Vienna)
Paul Schneider (University of Lugano)
Martin Schweizer (ETH Zurich)
Mete Soner (ETH Zurich)
Mihai Sirbu (University of Texas at Austin)
Josef Teichmann (ETH Zurich)
Gordan Zitkovic (University of Texas at Austin)



Category: Conferences
Date:
Time: 09:00
Venue : Institute of Bankers, 1 North Wall Quay, Dublin 1
Organiser:
Website:
Contact: Irene Ward
Audience: Registered delegates

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