The program will run with full intensity throughout the 6-month duration. Beyond the core program of weekly seminars plus independent and collaborative research, there will be a series of workshops, forums and graduate courses.

A. Core Program

A variety of activities will be ongoing throughout the duration of the program. A number of international researchers, principally academics in mathematics, economics and statistics departments, will be participants for periods longer than one month. In addition, we intend to host senior visitors from industry, business schools, and other non-mathematical areas for shorter periods. Overall, we hope to maintain numbers at ten to fifteen senior participants throughout the duration of the program. Besides engaging in independent research and research collaborations with each other, a principal responsibility of our senior visitors will be to communicate with and mentor the junior participants, who will include local and international doctoral students plus upwards of fifteen international postdoctoral fellows.

We will incorporate the well-established Fields Quantitative Finance Seminar Series and the PRMIA Risk Manangement Seminar Series as part of the Program. In addition there will be a weekly schedule of visitors seminars to be given by program participants on Tuesday afternoons.