Second Purdue Minisymposium on Financial Mathematics; April 15-16, 2005; West Lafayette, IN

第二届普渡大学金融数学小型研讨会；

• 批准号: 0512166
• 负责人: Frederi Viens
• 金额: $ 0.75万
• 依托单位: Purdue University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2005
• 资助国家: 美国
• 起止时间: 2005-04-01 至 2005-12-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0512166&HistoricalAwards=false
• 关键词: Second; Purdue; Minisymposium; Financial; Mathematics

This proposal requests funds to support the Second Purdue Minisymposium onFinancial Mathematics, to be held on April 15-16, 2005. A first editionwas held at Purdue University on April 3, 2003, gathering 40 participants.The planned format for this short conference includes: one afternoon onemorning, with expected attendance 60 to 80 participants; three maininvited one-hour talks, full travel reimbursement for these seniorspeakers, 6 invited 25-minute talks, with partial travel reimbursement for3 junior speakers; modest funds for coffee breaks, and one conferencedinner for invited speakers; partial travel reimbursement for 7 Ph.D.students or postdoctoral scholars (people who obtained their Ph.D. no morethan 3 years ago), and the possibility to present their work in a postersession. The three main speakers will be important researchers inquantitative finance, known for their world-class work in both theoreticalfinancial mathematics and applied quantitative finance. The P.I.'sscientific motivation for the conference includes exposing theparticipants to an array of cutting-edge research topics in financialmathematics, including stochastic volatility in option pricing, Americanoptions, stochastic control and portfolio optimization under partialinformation, interacting particle methods in finance, Monte-Carlofinancial simulation techniques.The proposed conference on Financial Mathematics at Purdue University willprovide evidence to the participants that the interaction between Financeand Mathematics is bidirectional: beyond receiving answers to its appliedquestions, Finance provides great problems for probability theory,statistical science, and applied mathematics, motivates the development ofnew tools of intrinsic mathematical interest, and helps mold and improvethe image and the purpose of Mathematics with the general non-scientificpublic. The conference will create an opportunity for the education ofgraduate students and beginning researchers with an interest inquantitative finance, by bringing local Purdue students in contact withlike-minded peers from other academic institutions, by providing rolemodels -- the main speakers, and by inspiring and uncovering possible newresearch topics. The P.I. will encourage underrepresented minorities toparticipate in the conference, and will target such groups for financialsupport by selecting invited speakers and supported graduate andpostdoctoral participants appropriately.

该提案要求提供资金，以支持将于2005年4月15日至16日举行的第二届普渡大学金融数学小对称会议。2003年4月3日在普渡大学举行了第一次会议，有40人参加，这次会议的计划形式包括：一个上午的一个下午，预计有60 - 80人参加;三个主要的邀请一小时的演讲，这些高级演讲者的全部旅费报销，六个邀请25分钟的演讲，三个初级演讲者的部分旅费报销;适度的资金用于咖啡休息，一个会议室用于邀请演讲者; 7名博士生或博士后学者的部分旅费报销（获得博士学位的人）。不超过3年前），并有可能提出他们的工作在postersession。 三位主要演讲者将是定量金融领域的重要研究人员，他们以在理论金融数学和应用定量金融领域的世界级工作而闻名。私家侦探会议的科学动机包括向与会者展示金融数学领域的一系列前沿研究课题，包括期权定价中的随机波动率，美式期权，部分信息下的随机控制和投资组合优化，金融中的相互作用粒子方法，蒙特-拟议中的普渡大学金融数学会议将为与会者提供证据，金融学与数学之间的相互作用是双向的：除了回答其应用问题之外，金融学还为概率论、统计科学和应用数学提供了重大问题，促进了具有内在数学兴趣的新工具的发展，并有助于塑造和改善数学在一般非科学公众中的形象和目的。会议将为研究生和对定量金融感兴趣的初级研究人员创造一个教育机会，使当地普渡大学的学生与来自其他学术机构的志同道合的同行接触，提供角色模型-主要发言人，并激发和发现可能的新研究课题。私家侦探将鼓励代表性不足的少数群体参加会议，并将通过选择受邀演讲者和适当资助的研究生和博士后与会者，针对这些群体提供财政支持。