Methods of Mathematical Finance

该奖项为参加2015年6月1-5日在卡内基梅隆大学举行的“数学金融方法”会议的参与者提供旅费和住宿费。会议的目的是将来自概率、随机分析、控制理论、金融和经济学的研究人员聚集在一起，讨论当前数学金融中重要的主题。此外，来自银行业的高管也出席了会议，以阐明当前对行业从业者最重要的数学问题。至关重要的是，这次会议的目的是把处于职业生涯各个阶段的数学家聚集在一起，包括初级研究人员和研究生。除了全体会议和海报会议外，会议还包括关于美国数学金融硕士项目的现状和未来方向的小组讨论。这些课程是为大学、政府和金融行业培养金融专业人才的核心。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数学金融的重要课题，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、定价和投资问题的稳定性理论。它包括由高级研究人员进行的22次全体会议和由初级研究人员开放的海报会议。它还包括一个关于美国数学金融硕士项目的现状和未来方向的小组讨论。这些项目对大学、政府和金融业至关重要。会议促进了初级和高级研究人员之间的互动，并为美国的初级数学家提供了与来自世界各地的专家进行交流的绝佳机会。

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.