10th Western Conference on Mathematical Finance

The Center for Financial Mathematics & Actuarial Research (CFMAR) at UCSB together with the Financial and Actuarial Mathematics group at the Department of Mathematics at UCLA are organizing the


10th Western Conference on Mathematical Finance (WCMF)

January 15 - 18, 2021.



The 10th WCMF continues a tradition started in 2007 with the purpose of bringing together graduate students, postdoctoral researchers, and young and senior faculty members from all Western institutions in the United States working on Financial and Actuarial Mathematics and fostering new interactions.


Traditionally, the WCMF series pays strong attention to promoting researchers in the early stages of their career. The 10th edition therefore spotlights invited talks by post-doctoral researchers and graduate students who are presenting their work on a wide range of exciting subjects in Financial and Actuarial Mathematics such as machine learning and data science in finance and insurance, mean field games and mean field control, equilibria models, systemic risk and financial networks, high-frequency data, and many more.


Our program is complemented with four keynote talks delivered by very established researchers in the field:


  • Darrell Duffie (Stanford University)

  • Charles-Albert Lehalle (Capital Fund Management & Imperial College London)

  • H. Mete Soner (Princeton University)

  • Thaleia Zariphopoulou (University of Texas at Austin)


We will also feature a panel discussion with our distinguished senior speakers about the most recent trends, technologies, and challenges of financial and actuarial mathematics in research, academia, and practice.


The conference will take place virtually. Registration is required but free of charge. To register please click here.


Please feel free to contact us if you have any questions.


We look forward to meeting you virtually in California.


Organizers:

Nils Detering (UCSB), Ruimeng Hu (UCSB), Moritz Voss (UCLA).

Last modfied: December 14, 2020. Copyright Ⓒ 2020. Photo Copyright Ⓒ 2020.