The central objective of the program is to gather researchers in stochastic analysis, mathematical finance, financial economics, and insurance mathematics to exchange ideas on the current state-of-the-art in commodities and environmental finance, and forge new directions of research. This will be accomplished by three 5-lecture Short Courses given by leading researchers, as well as two Research Workshops in the theme of the program. Stochastic optimal control, stochastic differential games, dynamic risk transfer and backward stochastic differential equations are the main probabilistic foundations of financial mathematics that will be the focus of the program.