Fields - CFI Workshop on Mathematical Finance and Cryptocurrencies
Description
Over the past decade, cryptocurrencies have grown in importance as a vehicle for transactions, and as an emerging asset class for investors. Since cryptocurrencies are distinctly different from traditional asset classes and currencies, this development led to new questions in mathematical finance. This workshop will bring together leading experts from both the academic community and the financial industry to discuss recent research on the managing and modelling of cryptocurrencies. Topics addressed may include: mathematical models for cryptocurrencies, pricing and
hedging cryptocurrency derivatives, and portfolio management with cryptocurrencies.
Registration Instruction:
Please register here to get the Zoom link for the meeting.
Schedule
09:30 to 10:30 |
Alex Lipton, Abu Dhabi Investment Authority |
10:45 to 11:45 |
Luyao Zhang (Duke Kunshan University) Assistant Professor of Economics at Social Science Division and Senior Research Scientist at Data Science Research Center |
14:15 to 15:15 |
Alfred Lehar, University of Calgary |
15:30 to 16:30 |
Jonathan Chiu |
16:30 to 17:30 |
Will Cong, Cornell University |
09:30 to 10:30 |
Carol Alexander, University of Sussex |
10:45 to 11:45 |
Fahad Saleh, Wake Forest University |
13:00 to 14:00 |
Hanna Halaburda, New York University |
14:15 to 15:15 |
Som Seif, Purpose Investments |
15:30 to 16:30 |
Lois Morrison-Tullo, Novera Capital and York University |
Registered Participants
Name | Affiliation |
---|---|
Derrick Adam | Duke University |
Ini Adinya | University of Ibadan |
Emomotimi Agama | Nigerian Capital Market Institute |
Nishant Agrawal | TD Securities |
David Akame | NATIXIS |
Guru Alampalli | World Quant University |
Jakob Albers | University of Oxford |
Carol Alexander | University of Sussex |
Matthew Alfonzetti | |
Mansour Alharaib | Al-Imam University |
Kishwar Ali | Zhongnan university of Economics and Law |
Lluis Aragones | Universidad de Navarra |
Veni Arakelian | Piraeus Bank |
Wilmar Ariza Ariza | Independent |
Alex Armasu | |
Senthil Kumar A | Amrita Vishwa Vidyapeetham University |
Efstathios Avdis | Alberta School of Business, University of Alberta |
Behzad Azadie faraz | Sharif University of Technology |
Aquib Azim | Toronto Metropolitan University |
Omar Bairan | BSC |
Arunava Bandyopadhyay | Indian Institute of Technology Kharagpur |
Pinaki Bhattacharyya | |
Maxim Bichuch | Johns Hopkins University |
Professor Broby | Ulster University |
Gavin Brown | University of Liverpool |
Jose Canals-Cerda | Federal reserve bank of philadelphia |
Antonio Candia | Fondo Latinoamericano de Reservas |
Arthur Carvalho | Miami University |
Manraj Chandok | |
Jian Chen | University of Reading |
Xi Chen | New York University |
Jonathan Chiu | |
Nick Christodoulopoulos | Piraeus Securities |
John Claisse | Albourne America |
Jefferson Colombo | FGV |
Victor Cucos | 3commas |
Mihai Cucuringu | Univ of Oxford |
Christoph Czichowsky | London School of Economics |
Srinath Dama | University of Toronto |
Davood Damircheli | Mississippi State University |
Edgard Delima | |
James DiLellio | Pepperdine Graziadio Business School |
Bao Linh Do | University of Technology Sydney |
Tomás Dominguez | University of Toronto |
Zachary Feinstein | Stevens Institute of Technology |
Gianna Figà-Talamanca | University of Perugia |
Christoph Frei | University of Alberta |
Himanshu Gandhi | |
Aditya Garg | JP Morgan Chase & Co. |
Panagiotis Georgitseas | |
Sacha Ghebali | The TIE |
Alain Glücksmann | New Bridge |
courtnay guimaraes | Cogno School |
Esfandiar Haghverdi | Indiana University Bloomington |
Arief Hakim | Institut Teknologi Bandung |
Abhishek Halder | Indian Institute of Management Raipur |
Itamar Halevy | |
Bavly Hanna | UTS |
Björn Hanneke | Goethe University |
Min Haw | University of Hawaii |
Daniel Heck | University of Sussex |
Jack He | Business |
Jason Hoag | Stanford GSB |
Zih-Chun Huang | University of Reading |
Emma Hubert | Princeton University |
Adrian Hughes | none |
Mohamed Ibrahim | Swinburne university |
Arben Imeraj | University of Sussex |
Saimon Islam | Simon Fraser University |
Engin Iyidogan | SKEMA Business School |
Prachi Jain | Indian Institute of Management Indore |
Amit Kumar Jaiswal | University College London |
Rudra Jena | |
jefferson josé gonçalves da silva | . |
Aniket Joshi | University of Alberta |
Jiwon Jung | Purdue University |
Panagiotis Kanellopoulos | University of Essex |
Sonam Kaul | The Fields Institute |
Aiden Kenny | International Swaps and Derivatives Association |
Yerkin Kitapbayev | NCSU |
Mazia K | JMI |
Gerrit Köchling | TU Dortmund University |
Katlego Kopeledi | Stanlib Asset Management |
Alexander Kreinin | University of Toronto |
Milos Kresojevic | NHS |
Sri Krishnamurthy | Northeastern University |
Denis Kuenzi | Newbridge SA |
Pavel Kulikov | |
Peiyao Lai | Worcester Polytechnic Institute |
Robert Lakatos | Morningstar Inc. |
C L | |
Johann Lee | FinTech@Cornell |
Germain Lefebvre | Deutsche Boerse |
Alfred Lehar | University of Calgary |
Byung Hwa Lim | Sungkyunkwan University |
Jhonattan Lino | Pontifícia Universidade Católica do Paraná |
Yijia Li | University of Pennsylvania |
J L | GMU |
Meghal Lotia | University of Strathclyde |
T L | Other |
Lin Lu | Fairfield University |
Hosam Mahmoud | University of Sussex |
Sourav Majumdar | Indian Institute of Management Ahmedabad |
Usama Malik | University of Alberta, Alberta Business School |
Andrew Mann | Coinstrats |
Tahir Manzoor | Maulana Azad National Urdu University, Hyderabad-500032 |
Carlos Martinez Amaya | d1g1t Inc. |
Manuel Luis Martino | Roma Tre University |
Prabhu Mathiah | accenture |
Mohammed Mazhar ul haque | Mit nanded |
Javier Mella | Universidad de los Andes |
Lukas Mich | |
Jonathan Mikkila | Mikkila.AI |
Mehrdad Moghimi | York University |
Felipe Montoya | New York University |
Tanaz Moradi | PSL Research University |
Mohammad Mosaffa | University of British Columbia |
ANDREAS MOURATIS | NBG Securities |
Shehu Nasiru Muhammad | Bayero University Kano |
Nakul Natrajan | TD |
Revant Nayar | FMI Technologies LLC |
Ioana Nedelcu | York University |
Carlos Obando | Seattle University |
Eunice Ofori-Addo | Eastern Washington University |
Faithful Onwuegbuche | University College Dublin |
aseem pahuja | AMBS |
Rafael Palazzi | PUC-Rio |
Raymond Pang | London School of Economics |
Marco Patacca | University of Verona |
Christopher P. | New York University |
Zhe Peng | Wilfrid Laurier University |
Edson Pindza | ECCENSCIA PTY LTD |
Chengwei Qin | OANDA |
Thomas Rivera | McGill University |
Sunando Roy | Central Bank Of Bahrain |
Razvan Rusu | |
Hasan Sadeghian | |
Monsurat Salami | UA-Pulaski Technical College |
Fahad Saleh | Wake Forest University |
Laleh Samii | d1g1t Inc. |
Aida Sanatizadeh | University of Illinois at Chicago |
Ali Saqi | Ferdowsi University of Mashhad |
David Saunders | University of Waterloo |
Som Seif | Purpose Investments |
Kailash Seshadri | University of Alberta |
Saeed Shadkam | Alberta School of Business, University of Alberta |
Kavya Shah | University of Toronto |
Marco Sham | UTS |
Farzaneh Sheidaei | Scotiabank |
Hong Sherwin | |
Yong Hyun Shin | Sookmyung Women's University |
Alex Shipilov | University of Toronto |
Felipe Sick | University of St. Gallen |
Rafal Sieradzki | New York University Stern School of Business |
Amanjot Singh | Western University |
Puneet Singhvi | Xx |
Purvaja Soochit | BrewAI |
Issah Nazif SULEIMAN | University of Azores/Eyecon Group LTD |
olivier sultan | Enigma |
Martin Summer | Oesterreichische Nationalbank |
Panos Syriopoulos | University of Patras |
Royce Tan | MIDF |
Katrin Tinn | McGill University |
Mehdi Tomas | |
Tomohiro Tsuruga | IMF |
Sukriye TUYSUZ | Yeditepe University |
Ajay Verma | Capital Group |
Javier Vicente | |
Rishi Vijay | |
Spyridon Vrontos | University of Essex |
Charles Wakim | Riskfuel |
Shida Wang | |
Yijun Wang | University of Edinburgh |
Alexander Wehrli | Swiss National Bank |
Chloe Wu | |
Shawn Xiang | University of Toronto |
Mingtao Xu | Tsinghua University |
Kathy Yuan | LSE |
Fenghui Yu | ETH Zürich |
Oriol Zamora | University of Oslo |
Fanqi Zeng | Bristol University |
Luyao Zhang | Duke Kunshan University |
Jet Zhou | Western University |
Bin Zou | University of Connecticut |
Organizing Committee
Christoph Frei -
University of Alberta
David Saunders -
University of Waterloo
Katrin Tinn -
McGill University