Laboratory of Structural Methods of Data Analysis in Predictive
Modeling Moscow Institute of Physics and Technology
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Conference
International Conference

Участники:
Spokoiny Vladimir
Должность: Руководитель
Shiryaev Albert
Должность: Ведущий научный сотрудник
Burnaev Evgeny
Должность: Ведущий научный сотрудник

Описание мероприятия

International Conference "Advanced Finance and Stochastics" will be held in Moscow, Russia on June 24–28, 2013 and is organized by Steklov Mathematical Institute, PreMoLab and STRADO.

We invite researchers in mathematical finance and related fields to participate in the conference. There will be about 20 plenary lectures given by world-renowned academicians and practitioners, as well as contributed talks and poster sessions.

The conference is dedicated to the tercentenary of Jacob Bernoulli's "Ars conjectandi", 1713.

Main topics: Stochastic control in finance, Derivatives pricing, Portfolio selection, Statistics of financial data, Arbitrage and risk theory, Numerical methods in finance

Keynote speakers:
Denis Belomestny (Germany)
Ernst Eberlein (Germany)
Juri Hinz (Australia)
Masaaki Kijima (Japan)
Ernesto Mordecki (Uruguay)
Martin Schweizer (Switzerland)
William Ziemba (Canada)
Michael Dempster (UK)
Paul Glasserman (USA)
Youri Kabanov (France)
Dmitry Kramkov (USA)
Alexander Novikov (Australia)
Teryoshi Suzuki (Switzerland)
Bruno Dupire (USA)
Maria do Rosario Grossinho (Portugal)
Konstantinos Kardaras (UK)
Michael Markov (USA)
Mete Soner (USA)
Lioudmila Vostrikova (France)

The conference will be held on the 9th floor of Steklov Mathematical Institute.
Address: 8 Gubkina St., Moscow, Russia.
Metro stations: “Akademicheskaya” or “Leninskiy prospekt” (orange line; see the metro map).
Steklov Institute is located in a 15 minutes walk from Akademicheskaya station. There are also trams No. 14 and No. 39 from stop “Leninskiy prospekt” to stop “Ulitsa Gubkina”.

Postal address:
Conference "Advanced Finance and Stochastics"
Steklov Mathematical Institute of RAS
Gubkina St., 8
Moscow 119991, Russian Federation

E-mail: afs@mi.ras.ru
Phone: +7-495-984-8141, Ext 3782
Fax: +7-495-984-8139

страница мероприятия »

Направления исследований

Stochastic optimization and optimal stopping

Statistical methods

Прикладные проекты

Financial engineering and energy management

Даты проведения и дополнительная информация:
Дата Дополнительная информация

24.06.2013

25.06.2013

26.06.2013

27.06.2013

28.06.2013