Financial Mathematics

Month: November 2009

Date: November 1--December 31

Name: Financial Mathematics

Location: Institute for Mathematical Sciences, National University of Singapore, Singapore.

Description

This program will be focusing on, but not limited to, the following three areas: 1) the pricing and hedging of environmental and energy-related financial derivatives; 2) risk and robust optimization; 3) optimal stopping and singular stochastic control problems in finance. These areas form the substance of 3 workshops in the two-month long program. The workshops are intended for researchers working in the specific areas to congregate, cross-pollinate ideas, exchange knowledge, and together advance the mathematical frontiers in publishing and disseminating rigorous pieces of scholastic work.

Information

http://ims.nus.edu.sg/Programs/financialm09/index.htm e-mail: imscec@nus.edu.sg.