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

NSF/CBMS 数学科学区域会议 - 数学金融中的凸对偶方法 - 2008 年夏季

• 批准号: 0735301
• 负责人: Jean-Pierre Fouque
• 金额: $ 3.26万
• 依托单位: University of California-Santa Barbara
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2007
• 资助国家: 美国
• 起止时间: 2007-11-15 至 2008-10-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0735301&HistoricalAwards=false
• 关键词: NSF; CBMS; Regional; Conference; Mathematical

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.

2008年6月22日至27日，NSF/CBMS数学科学区域会议将在加州大学圣巴巴拉分校（UCSB）校园举行，主题为“数学金融中的凸对偶方法”。会议的目的是将数学金融领域的杰出研究人员和有前途的年轻专家聚集在一起。该程序将侧重于优化问题；特别是关于凸对偶方法在金融中的应用。主讲人Marco Frittelli博士（意大利米兰）是该领域的主要贡献者。会议将提高该领域的知名度，鼓励研究生选择该领域的研究课题，并允许更多的高级数学家学习这一学科，该学科利用了优化、随机分析、模拟、测量理论、控制和其他数学领域的工具，并应用于金融和保险。在确定其他受邀演讲者的名单时，将特别努力使妇女、少数民族和年轻科学家以及更杰出和更成熟的研究人员获得关注。会谈的摘要将发表在会议网站上，并将提供给广泛的国际科学界。将根据邀请的演讲出版一本说明性专著，作为区域会议系列的一部分。