The workshop will be held at Osaka University Nakanoshima Center,
Japan in Mar 13-16, 2018, see here.
Topics
- rough volatility
- rough path analysis
- computational finance
Confirmed speakers
- Shigeki Aida (The University of Tokyo)
- Elisa Alòs (Universitat Pompeu Fabra (UPF))
- Ismael Bailleul (Institut de recherche mathematiques de Rennes)
- Thomas Cass (Imperial College London)
- Peter Friz (Technische Universität Berlin)
- Paul Gassiat (Université Paris Dauphine)
- Jim Gatheral (Baruch College of The City University of New York)
- Stefan Gerhold (Vienna University of Technology)
- Yuzuru Inahama (Kyushu University)
- Yu Ito (Kyoto Sangyo University)
- Antoine Jacquier (Imperial College London)
- Hiroshi Kawabi (Okayama University)
- Arturo Kohatsu-Higa (Ritsumeikan University)
- Shigeo Kusuoka (The University of Tokyo)
- Terry Lyons (University of Oxford)
- Nobuaki Naganuma (Osaka University)
- Shige Peng (Shandong University)
- David Prömel (University of Oxford)
- Mathieu Rosenbaum (Ecole Polytechnique)
- Yuji Shinozaki (Tokyo Institute of Technology/The bank of Tokyo-Mitsubishi UFJ)
- Dai Taguchi (Osaka University)
- Tai-Ho Wang (Baruch College of The City University of New York)
- Toshihiro Yamada (Hitotsubashi University)
Scientific Committee
- Jiro Akahori (Ritsumeikan University)
- Peter Friz (Technische Universität Berlin)
- Masaaki Fukasawa (Osaka University)
- Yuzuru Inahama (Kyushu University)
- Hideo Nagai (Kansai University)
- Jun Sekine (Osaka University)
Local organizers
- Masaaki Fukasawa (Osaka University)
- Nobuaki Naganuma (Osaka University)
- Jun Sekine (Osaka University)
- Dai Taguchi (Osaka University)
Sponsors
This workshop is supported by- Center for Mathematical Modeling and Data Science, Osaka University
- Research Center for Quantitative Finance, Tokyo Metropolitan University
- Grants-in-Aid for Scientific Research (KAKENHI) of Japan Society for the Promotion of Science (JSPS) , Project numbers 25285102(PI: J. Akahori) 15K03540 (PI: J. Sekine), 16K05284 (PI: H. Nagai) and 17K05297 (PI: M. Fukasawa)