Fields-CFI Conference on Recent Advances in Mathematical Finance and Insurance
Description
Stochastic control and stochastic games have wide applicability in many fields and many of the theoretical developments are driven by questions arising in mathematical finance and insurance. There is also a wealth of activity in developing computational tools, stemming from machine learning, but guided by theory, that find their applications here. The aim of this conference is to bring together international leaders from across the world to discuss recent results, open problems, and new directions in the field.
Thank you to Riskfuel Analytics for their support in organizing this conference.
Riskfuel uses machine learning to accelerate derivatives valuation models for capital markets.
You can find a tentative schedule of the conference below.
Schedule
09:00 to 09:25 |
Registration
|
09:25 to 09:30 |
Opening Remarks
|
09:30 to 10:30 |
Anne MacKay, University of Sherbrooke |
10:30 to 11:00 |
Coffee Break
|
11:00 to 11:30 |
Leonard Wong, University of Toronto |
11:30 to 11:50 |
Maxim Bichuch |
11:50 to 12:10 |
Anastasis Kratsios |
12:10 to 12:30 |
Fayçal Drissi, University of Oxford |
12:30 to 14:00 |
Lunch Break
|
14:00 to 15:00 |
Igor Cialenco, Illinois Institute of Technology |
15:00 to 15:30 |
Bin Zou, University of Connecticut |
15:30 to 16:00 |
Coffee Break
|
16:00 to 17:00 |
Ruodu Wang, University of Waterloo |
17:00 to 19:00 |
09:00 to 09:30 |
Registration
|
09:30 to 10:30 |
Matheus Grasselli, McMaster University |
10:30 to 11:00 |
Coffee Break
|
11:00 to 11:30 |
Dena Firoozi, HEC Montréal |
11:30 to 11:50 |
Hirbod Assa, University of Essex |
11:50 to 12:10 |
Ibrahim Ekren, University of Michigan |
12:10 to 12:30 |
Ziteng Cheng, University of Toronto |
12:30 to 14:00 |
Lunch Break
|
14:00 to 15:00 |
Hao Ni, University College London |
15:00 to 15:30 |
Ludovic Tangpi, Princeton University |
15:30 to 16:00 |
Coffee Break
|
16:00 to 17:00 |
Thaleia Zariphopoulou, University of Texas at Austin |
09:00 to 09:30 |
Registration
|
09:30 to 10:30 |
Christiane Lemieux, University of Waterloo |
10:30 to 11:00 |
Coffee Break
|
11:00 to 11:30 |
Ryan Donnelly, King's College London |
11:30 to 12:00 |
Silvana Pesenti, University of Toronto |
12:00 to 13:30 |
Lunch Break
|
13:30 to 14:00 |
Jean-François Bégin, Simon Fraser University |
14:00 to 15:00 |
Álvaro Cartea, University of Oxford |
15:00 to 15:05 |
Closing Remarks
|
15:05 to 15:35 |
Coffee Break
|