WORKSHOP ON
"MATHEMATICAL FINANCE AND RELATED ISSUES"

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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)