WORKSHOP ON

"MATHEMATICAL FINANCE AND RELATED ISSUES"

March 16-20, 2015, Osaka University Nakanoshima Center

Last update: Mar. 20, 2015

Scope and Topics

The workshop will focus on issues related to Finance and Insurance. The topics will include (but not limited to):
・Asset Pricing
・Market Microstructure
・Derivatives
・Portfolio Optimization
・Trading Strategies
・Risk Measurement
・Risk Management
・Computational Techniques
・Uncertainty Quantification
・Related Stochastic Analysis and Statistical Methods

J. Akahori (Ritsumeikan University) S. Cohen (University of Oxford) S. Federico (University of Milano) E. Gobet (Ecole Polytechnique) F. Gozzi (Università LUISS - Roma) M. Grasselli (McMaster University) D. Hernandez-Hernandez (CIMAT) T. Kato (Osaka University) A. Kohatsu-Higa (Ritsumeikan University) D. Kramkov (Carnegie Mellon University) K. Kuroda (Nihon University) S. Kusuoka (University of Tokyo) M. Larsson (ETH Zurich) R. Lochowski (Warsaw School of Economics) M. Ludkovski (University of California, Santa Barbara) A. Mijatovic (Imperial College London) J. Obloj (University of Oxford) S. Peng (Shandong University) H. Pham (Université Paris VII Diderot) M. Pistorius (Imperial College London) S. Pulido (ENSIIE / Université d'Évry Val d'Essonne) M. Rosenbaum (Université Paris VI) M. Rutkowski (University of Sydney) S.-J. Sheu (National Central University) M. Stadje (Tilburg University) Y. Takatsuki (Kobe University) P. Tankov (Université Paris VII Diderot) N. Touzi (Ecole Polytechnique) T.-H. Wang (Baruch College, The City University of New York) K. Yamazaki (Kansai University)

J. Sekine, Chair (CSFI, Graduate School of Engineering Science, Osaka University)
M. Fukasawa (CSFI, Graduate School of Science, Osaka University)
H. Kaise (CSFI, Graduate School of Engineering Science, Osaka University)
T. Kato (CSFI, Graduate School of Engineering Science, Osaka University)
H. Nagai (Faculty of Engineering Science, Kansai University)
M. Ohnishi (CSFI, Graduate School of Economics, Osaka University)
K. Oya (CSFI, Graduate School of Economics, Osaka University)
M. Uchida (CSFI, Graduate School of Engineering Science, Osaka University)


The workshop is organized through a joint collaboration of the Center for the Study of Finance and Insurance at Osaka University, Core Research for Evolutionary Science and Technology (CREST) of Japan Science and Technology Agency, and Grants-in-Aid for Scientific Research (KAKENHI) of Japan Society for the Promotion of Science (JSPS).