Scientific Programme

Please click here to download the provisional Programme.

The main objective of the conference is to bring together academics, practitioners and graduate students who are working in the broad field of financial mathematics. It is envisaged that participants who are at the forefront of the area will reflect on current open problems and relevant challenges and that they will indicate directions for future research. It is hoped that the interplay between theory and practice as well as issues relating to the dissemination of knowledge and the teaching in this field will be discussed.

The conference will focus on various aspects within the field, with special attention given to the interaction between the different areas and in particular emphasising the role of mathematics and statistics. Topics covered include, among others:

  • Stochastic models
  • Modern methods of risk analysis
  • Quantitative and computational models and methods
  • Methods of financial mathematics; in particular the role of measure theory, functional analysis, and modern stochastics in finance