NSF/CBMS Regional Conference in the Mathematical Sciences - Convex Duality Method in Mathematical Finance - Summer 2008

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The NSF/CBMS Regional Conference in the Mathematical Sciences on "Convex Duality Method in Mathematical Finance", will be held June 22 - 27, 2008 on the University of California at Santa Barbara (UCSB) campus. The purpose of the meeting is to bring together eminent researchers and promising young specialists working in the area of mathematical finance. The program will focus on optimization problems; in particular, on applications of the convex duality method to finance. The principle lecturer, Dr. Marco Frittelli (Milano, Italy), is a major contributor to the field. The conference will give high visibility to the field, encourage graduate students to choose research topics in this area, and allow more senior mathematicians to learn the subject which draws on tools from optimization, stochastic analysis, simulation, measure theory, control, and other areas of mathematics, with applications to finance and insurance.In drawing the list of additional invited peakers, a special effort will be made to give visibility to women, minority, and younger scientists as well as more distinguished and more established researchers. Abstracts of the talks will be published on the conference web site and will be available to the wide international scientific community. An expository monograph, based on the invited lectures, will be published as a part of a regional conference series.