New Directions in Financial Mathematics and Mathematical Economics (14w5168)


(Humboldt University Berlin)

Sebastian Jaimungal (University of Toronto)

(Princeton University)

Thaleia Zariphopoulou (The University of Texas at Austin)


The Banff International Research Station will host the "New Directions in Financial Mathematics and Mathematical Economics" workshop from July 6th to July 11th, 2014.

The 5-day workshop at the Banff International Research Station, subtitled ``The Mathematics of Modern Equity, Energy and Commodities Markets'' is motivated by the importance of energy markets, the development of natural resources, and understanding the modern structure of equity markets that have changed dramatically in recent years with faster electronic transactions. It brings together mathematicians, economists and experts in the applications to develop the common tools underlying the analysis of these issues: dynamic game theory, equilibrium analysis and optimization under uncertainty.

With active participation from young researchers, the workshop aims to encourage students and postdocs in mathematics and economics to focus future research on these important and real-world problems.

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).