Conference on Mathematical Finance and Partial Differential Equations

偏微分方程、概率论和分析方法是金融市场建模和描述的基本工具。本次会议的目的是展示新的方法，方向和最新的研究偏微分方程，概率，随机控制，数值分析，及其应用到数学金融。由领先的学术和行业研究人员邀请的演讲突出了偏微分方程应用于期权定价，投资组合优化，风险管理和高频交易的最新研究。他们的演讲集中在退化椭圆和退化抛物变分方程和金融随机波动模型的不等式;自由边界值问题;随机控制和Hamilton-Jacobi-Bellman方程;金融中的非线性偏微分方程;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。是次研讨会将有助促进学术及产业研究合作;向学术研究人员介绍产业问题;向业界人士介绍学术研究及方法;为初级从业员及研究生提供建立科学网络的机会;并将数学金融学和偏微分方程作为博士研究学科。学生在纯数学和应用数学。我们特别欢迎妇女，少数民族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.