会议信息: Workshop on Stochastic Analysis & Finance, June 29 - July 3, 2009, City University of Hong Kong
Year: 2009
CAM-Net Digest, Vol. 6 (2009), Iss. 13 : p. 6
Abstract
The Workshop on Stochastic Analysis & Finance will be held during June 29 - July 3, 2009 at City University of Hong Kong. It is organized in connection with research and teaching activities in mathematics for finance and actuarial science at the Department of Mathematics. The workshop aims to foster communication and dissemination of recent results among researchers in stochastic analysis and mathematical finance with the following topics:
Stochastic analysis
Stochastic differential equations
Credit risk
Optimal control and investment
Calibration and numerical methods
Organizing committiee:
Nicolas PRIVAULT
Associate Professor
Department of Mathematics
City University of Hong Kong
Hong Kong
Arturo KOHATSU-HIGA
Associate Professor
Graduate School of Engineering Science
Osaka University
Japan
Chun Wah LI
Associate Professor
Department of Mathematics
City University of Hong Kong
Hong Kong
Shuenn-Jyi SHEU
Research Fellow
Institute of Mathematics
Academia Sinica
Taiwan
For more information, please visit the website
http://www6.cityu.edu.hk/ma/wsaf09/
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Journal Article Details
Publisher Name: Global Science Press
Language: Chinese
DOI: https://doi.org/2009-CAM-17106
CAM-Net Digest, Vol. 6 (2009), Iss. 13 : p. 6
Published online: 2009-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 1