Jointly organized by Humboldt-Universitat zu Berlin, Technische Universitat Berlin and the Quantitative Products Laboratory, the workshop brings together senior scientists, young researchers and practitioners to discuss recent trends in Mathematical Finance.
The workshop provides an opportunity for PhD students and young researchers to present their work in an informal atmosphere with plenty of time for discussion. Topics covered include, but are not limited to, application of BSDEs in finance, stochastic control and liquidity risk.
We recommend to arrive in Berlin on Sunday, October 5. The workshop starts on Monday. A dinner is planned for Monday evening. The event ends on Tuesday evening. A detailed schedule will be made available shortly. The workshop takes place at Technische Universitat Berlin, Mathematics building, Room MA005.
Deadline for registration and paper submission is July 31, 2008.
Keynote Speakers:
Organizing Committee:
In case of any questions, contact us:
qpl.workshop@db.com