Mathematical Finance and Partial Differential Equations Conference 2010 at Rutgers University

2010-06-28T22:55:00.000-07:00

Hill Center for the Mathematical Sciences, Busch Campus

Please visit our new conference website!

Friday, December 10, 2010
Schedule of presentations.

The Heldrich Hotel
10 Livingston Avenue
New Brunswick, New Jersey 08901

Adjacent the campus of Rutgers, The State University of New Jersey.

Scientific Abstract
Partial differential equations, probability, and analytical methods are fundamental in the modeling and description of financial markets. The purpose of this meeting is to highlight the new methods, directions and the most recent research in partial differential equations, probability, stochastic control, numerical analysis, and their application to mathematical finance. The meeting encourages the participation of academic and industry researchers in this field and contributions on related topics are welcome.

Invited Speakers
The ten invited speakers (35-minute presentations) include

Peter Bank, Technische Universität Berlin
Erhan Bayraktar, University of Michigan
Matt Cushman, Knight Capital Group
Panagiota Daskalopoulos, Columbia University
Emmanuel Gobet, Grenoble Institute of Technology
Kumar Muthuraman, McComb School of Business, University of Texas at Austin
Andrea Pascucci, Università di Bologna
Thaleia Zariphopoulou, University of Oxford and University of Texas at Austin
Jianfeng Zhang, University of Southern California

Additional speakers will be announced shortly.

Contributed Presentations
Up to six 20-minute contributed presentations may be accommodated within the schedule and are especially encouraged from junior researchers. Please email a short abstract (plain text in email body or pdf attachment) with your name and affiliation and presentation title to mfpde (at) rci.rutgers.edu no later than October 10, 2010. Selected presentations will be announced by November 10, 2010.

Scientific Committee
Tomasz Bielecki, Illinois Institute of Technology
John Chadam, University of Pittsburgh
Rama Cont, Columbia University
Paul Feehan, Rutgers University (Co-Chair and Local Organizer)
Elton Hsu, Northwestern University
Andrey Itkin, HAP Capital and Rutgers University
Ioannis Karatzas, Columbia University
Peter Laurence, University of Rome
Daniel Ocone, Rutgers University (Co-Chair and Local Organizer)
Chris Rogers, Cambridge University
Hao Xing, Boston University
Thaleia Zariphopoulou, University of Oxford and University of Texas at Austin

Registration Information
All attendees are kindly requested to register. Participation is limited to 120 registrants, including speakers. Partial support may be available for full-time students and junior faculty; details will be announced when they become available.

Payment (credit card only) by Tuesday, November 30:

Full-time student: $50 (discount code S01). Academic: $120 (discount code ACA1). Industry practitioner: $200.

Payment (credit card only) by Tuesday, December 7:

Full-time student: $75 (discount code S02). Academic: $160 (discount code ACA1). Industry practitioner: $250.

Payment (check only -- no cash or credit card) on site, Friday December 10:

Full-time student: $100. Academic: $200. Industry practitioner: $300.

Registration cancellations by Monday, December 6 will receive a full refund; there are no refunds for cancellations after this date.

Online registration by all attendees via our web system is required. Invited speakers and committee members are registered by the Conference Administrator:

Ms. Ana Mastrogiovanni
Department of Mathematics
Rutgers University
110 Frelinghuysen Road
Piscataway, NJ 08854-8091
mfpde (at) rci.rutgers.edu
(732) 445-2390 x3920

Accommodation

A limited number of rooms are being held until November 10 only at the Heldrich Hotel for the nights of December 9, 10, and 11. Please contact the hotel directly, (732)729-4670 and, toll-free within USA and Canada, (866) 609-4700), and request the conference rate.

For alternative hotel options within New Brunswick, please visit our visitor accommodation page.

Travel Directions
NJ Transit trains from New York Penn Station to New Brunswick (or Jersey Avenue) depart every 10-15 minutes on weekday mornings (journey time 50-55 minutes). The hotel is 10 minutes walk from the station; taxis are available by the exit at the rear of the train.

For more information, please visit our travel directions page.

History

The Mathematical Finance and Partial Differential Equations Conference 2009 was held at the same venue.

Math Finance and PDEs 2010

Mathematical Finance and Partial Differential Equations Conference 2010 at Rutgers University