Methods of Mathematical Finance

数学金融方法

• 批准号: 1523424
• 负责人: Kasper Larsen
• 金额: $ 4.99万
• 依托单位: Carnegie-Mellon University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2015
• 资助国家: 美国
• 起止时间: 2015-05-01 至 2016-04-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1523424&HistoricalAwards=false
• 关键词: Methods; Mathematical; Finance

LarsenDMS-1523424 This award supports travel and lodging for participants to attend the conference Methods of Mathematical Finance, held June 1-5 2015 at Carnegie Mellon University. The objective of the conference is to bring together researchers from probability, stochastic analysis, control theory, finance, and economics to address current topics of importance within mathematical finance. Additionally, executives from the banking industry are present to elucidate those mathematical problems currently of most importance to industry practitioners. Crucially, the meeting aims at bringing together mathematicians at all stages of their careers, including junior researchers and graduate students. In addition to plenary talks and poster sessions, the meeting also contains a panel discussion about the state and future directions of US-based Masters programs related to mathematical finance. These programs are central to the training of personnel expert in finance for universities, government, and the finance industry. The conference web site is: http://www.math.cmu.edu/CCF/CCFevents/shreve/index.html This conference on Mathematical Methods in Finance emphasizes important current topics in mathematical finance, including equilibrium theory in financial markets, optimal investment in incomplete markets, backward stochastic differential equations, queuing theory, pricing and hedging under model uncertainty and frictions, and stability theory for pricing and investment problems. It features twenty-two plenary talks by senior researchers and a poster session open to contributions by junior researchers. It also includes a panel discussion about the state and future directions of US-based Masters programs related to mathematical finance. These programs are vital for universities, government, and the finance industry. The conference enables interactions between junior and senior researchers, and provides an excellent opportunity for junior mathematicians within the US to confer with experts from around the world.

拉森DMS-1523424 该奖项支持与会者参加2015年6月1日至5日在卡内基梅隆大学举行的数学金融方法会议的旅行和住宿。 会议的目的是汇集来自概率，随机分析，控制理论，金融和经济学的研究人员，以解决当前数学金融中的重要主题。 此外，来自银行业的高管也出席了会议，以阐明目前对行业从业者最重要的数学问题。 至关重要的是，会议旨在汇集数学家在他们的职业生涯的各个阶段，包括初级研究人员和研究生。 除了全体会议和海报会议，会议还包括一个小组讨论的状态和未来的方向，美国的硕士课程与数学金融。 这些计划是中央人才的培训专家在金融大学，政府和金融行业。 会议网址：http://www.math.cmu.edu/CCF/CCFevents/shreve/index.html 本次金融数学方法会议强调当前重要的金融数学主题，包括金融市场的均衡理论，不完全市场的最优投资，倒向随机微分方程，排队论，模型不确定性和摩擦下的定价和对冲，以及定价和投资问题的稳定性理论。 它包括高级研究人员的22次全体会议和一次开放供初级研究人员投稿的海报会议。 它还包括一个小组讨论的状态和未来的方向，美国的硕士课程与数学金融。 这些项目对大学、政府和金融业至关重要。 会议使初级和高级研究人员之间的互动，并提供了一个很好的机会，在美国的初级数学家与来自世界各地的专家。