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Methods of Mathematical Finance

Start date

End date

June 1, 2015 June 5, 2015

Where

Pittsburgh, PA, USA [Map it]

Details

A conference in honor of Steve Shreve’s 65th birthday.

Confirmed Speakers:

  • Leif Andersen Bank of America
  • Alain Bélanger Université de Sherbrooke
  • Dimitri Bertsekas Massachusetts Institute of Technology
  • René Carmona Princeton University
  • Peter Carr Morgan Stanley
  • Jakša Cvitanić Caltech
  • Pierre Collin-Dufresne Swiss Finance Institute
  • Bruno Dupire Bloomberg
  • Freddy Delbaen ETH Zürich
  • Darrell Duffie Stanford University
  • Julien Hugonnier Swiss Finance Institute
  • Karel Janeček RSJ
  • John Lehoczky Carnegie Mellon University
  • Ioannis Karatzas Columbia University
  • Jin Ma University of Southern California
  • Walter Schachermayer University of Vienna
  • Martin Schweizer ETH Zürich
  • Mihai Sîrbu University of Texas at Austin
  • Josef Teichmann ETH Zürich
  • Nizar Touzi École Polytechnique
  • Gan-Lin Xu Guided Choice
  • Gordan Žitković University of Texas at Austin

Organizers:

  • Dmitry Kramkov Carnegie Mellon University
  • Kasper Larsen Carnegie Mellon University
  • Scott Robertson Carnegie Mellon University
  • H. Mete Soner ETH Zürich

Contact Information:

Department of Mathematical Sciences
Carnegie Mellon University
Pittsburgh, PA 15213

Telephone: (412) 268-2545
Fax: (412) 268-6380
mmf@math.cmu.edu

There will be two poster sessions and the window for abstract submission to these poster sessions is January 1st - March 16th, 2015. There will also be financial aid available to graduate students and scientists with a recent Ph.D. degree and the application window for financial aid is January 1st - March 16, 2015. Preference for financial aid will be given to poster presenters.

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