Western Conference in Mathematical Finance, Santa Barbara, CA; November 13-14, 2009
Western Conference in Mathematical Finance, Santa Barbara, CA; November 13-14, 2009
批准号:
0939044
负责人:
Jean-Pierre Fouque
金额:
$1.6万
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
2009
资助国家:
美国
项目状态:
已结题
起止时间:
2009-09-15 至 2010-08-31
中文摘要
“西方数学金融会议,圣巴巴拉,CA 2009”的目的是汇集在数学金融领域工作的有前途的年轻专家和杰出的研究人员,鼓励新的合作,并允许通过非正式讨论积极交流思想。WCMF是一个自我组织的努力,以促进金融数学界在西海岸。更重要的是,这次会议将有助于年轻研究人员的职业发展,包括研究生,新博士。的,以及最近进入该领域的人,为他们提供一个展示工作的场所,提出新的研究问题,并在非正式的气氛中与更资深的同事互动。为此,预算的大部分用于为一些初级学员提供旅费支助。研讨会将向与会者介绍新的研究方向,包括监管风险管理、环境金融创新和危机建模等主题。 鉴于目前的金融动荡,解决这些问题尤其重要和紧迫。
英文摘要
The purpose of the "Western Conference in Mathematical Finance, Santa Barbara, CA 2009" is to bring together promising young specialists and eminent researchers working in the area of mathematical finance, to encourage new collaborations and allow for active exchange of ideas through informal discussions. The WCMF is a self-organized effort to promote the financial mathematics community on the West Coast. More importantly, the conference will aid career development of young researchers, including graduate students, new Ph.D.'s, and recent entrants to the field by providing them with a venue to present their work, pose new research problems and interact with more senior colleagues in an informal atmosphere. For this purpose, the majority of the budget is allocated to provide travel support to a number of junior participants. The workshop will expose participants to new directions of research, including topical subjects in regulatory risk management, environmental financial innovations and crisis modeling. Addressing these issues is especially relevant and urgent in light of the ongoing financial perturbations.
期刊论文(0)
专著(0)
科研奖励(0)
会议论文
Systemic Risk and Mean Field Games
-
批准号:1814091
-
项目类别:Standard Grant
-
资助金额:$27.38万
-
财政年份:2018
-
负责人:Jean-Pierre Fouque
-
依托单位:
PIMS Summer School 2016 in Financial Mathematics
-
批准号:1613004
-
项目类别:Standard Grant
-
资助金额:$2.93万
-
财政年份:2016
-
负责人:Jean-Pierre Fouque
-
依托单位:
Systemic Risk and Nonlinear Problems in Financial Mathematics
-
批准号:1409434
-
项目类别:Standard Grant
-
资助金额:$38.3万
-
财政年份:2014
-
负责人:Jean-Pierre Fouque
-
依托单位:
Financial Mathematics: Nonlinear Problems and Systemic Risk
-
批准号:1107468
-
项目类别:Standard Grant
-
资助金额:$28.0万
-
财政年份:2011
-
负责人:Jean-Pierre Fouque
-
依托单位:
Collaborative Research: Small time behavior of multiscale diffusions motivated by stochastic volatility models
-
批准号:0806461
-
项目类别:Standard Grant
-
资助金额:$21.61万
-
财政年份:2008
-
负责人:Jean-Pierre Fouque
-
依托单位:
NSF/CBMS Regional Conference in the Mathematical Sciences - Convex Duality Method in Mathematical Finance - Summer 2008
-
批准号:0735301
-
项目类别:Standard Grant
-
资助金额:$3.26万
-
财政年份:2007
-
负责人:Jean-Pierre Fouque
-
依托单位:
FRG: Collaborative Research on Mathematical Methods for Defaultable Instruments
-
批准号:0455982
-
项目类别:Standard Grant
-
资助金额:$21.2万
-
财政年份:2005
-
负责人:Jean-Pierre Fouque
-
依托单位:
FRG: Collaborative Research on Mathematical Methods for Defaultable Instruments
-
批准号:0628952
-
项目类别:Standard Grant
-
资助金额:$17.96万
-
财政年份:2005
-
负责人:Jean-Pierre Fouque
-
依托单位:
Asymptotic Methods in Financial Mathematics
-
批准号:0071744
-
项目类别:Standard Grant
-
资助金额:$11.49万
-
财政年份:2000
-
负责人:Jean-Pierre Fouque
-
依托单位:
海外基金