Broad Perspectives and New Directions in Financial Mathematics
Month: March 2015
Date: March 9--12
Name: Broad Perspectives and New Directions in Financial Mathematics
Location: Institute for Pure and Applied Mathematics (IPAM), UCLA, Los Angeles, California.
This IPAM "long program" will address the stability of the network of financial institutions, the impact of high frequency and algorithmic trading, the financialization of the commodity markets, and the huge challenges raised by the size and the speed of trade data. This program will bring together academic mathematicians, economists, regulators, and experts from the finance industry to seed research - even if speculative - in these areas. The program will open with tutorials, and will be punctuated by four major workshops and a culminating workshop. Long program participants will participate for extended periods up to the entire length of the program. Applications for individual workshops are separate and are posted on individual workshop home pages. Applications for the long program will be accepted through December 9, 2014, but decisions will be made starting in July. Please consult the webpage for more information.