Conference on Mathematical Finance and Partial Differential Equations

偏微分方程、概率和分析方法是金融市场建模和描述的基本工具。这次会议的目的是展示偏微分方程、概率、随机控制、数值分析及其在数学金融中的应用方面的新方法、新方向和最新研究。主要学术和行业研究人员的特邀演讲重点介绍了偏微分方程在期权定价、投资组合优化、风险管理和高频交易中的应用的最新研究。他们的演讲集中于金融中随机波动模型的退化椭圆型和退化抛物型变分方程和不等式；自由边值问题；随机控制和Hamilton-Jacobi-Bellman方程；金融中的非线性偏微分方程组；随机最优控制、高频金融和算法交易；以及偏积分微分方程和不等式的数值解。会议将有助促进学术和工业研究合作；向学术研究人员介绍行业问题；向行业从业者介绍学术研究和方法；为初级从业者和研究生提供科学联系的机会；以及促进数学金融学和偏微分方程式作为纯数学和应用数学博士生的研究学科。我们尤其欢迎妇女、少数群体和其他代表性不足的群体以及学生和初级研究人员的参与。

Partial differential equations, probability, and analytical methods are fundamental tools in the modeling and description of financial markets. The purpose of this meeting is to showcase new methods, directions and the most recent research in partial differential equations, probability, stochastic control, numerical analysis, and their application to mathematical finance. Invited presentations by leading academic and industry researchers highlight the latest research in the application of partial differential equations to option pricing, portfolio optimization, risk management, and high-frequency trading. Their presentations focus on degenerate-elliptic and degenerate-parabolic variational equations and inequalities for stochastic volatility models in finance; free-boundary value problems; stochastic control and the Hamilton-Jacobi-Bellman equation; non-linear partial differential equations in finance; stochastic optimal control, high-frequency finance and algorithmic trading; and numerical solution of partial-integro differential equations and inequalities. The invited talks are complemented by presentations on these themes contributed by promising young researchers.The conference will help foster academic and industry research collaborations; introduce industry problems to academic researchers; introduce academic research and methods to industry practitioners; facilitate scientific networking opportunities for junior practitioners and graduate students; and foster mathematical finance and partial differential equations as a research discipline for Ph.D. students in pure and applied mathematics. We especially welcome participation by women, minorities, and other underrepresented groups, as well as students and junior researchers.