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/