Research Workshop
Open mathematical problems in banking
Warsaw, 20-22.11.2023
About
The idea of the workshop "Open mathematical problems in banking" is to build a bridge between academia and quantitative finance. We invite several leading experts in finance to share their experience on the use of mathematical models in the industry. We wish to facilitate the discussion on the associated challenges and the possible research areas.
The workshop is dedicated to researchers (including PhD students) and quantitative finance practitioners.
The workshop starts at 10 AM, Monday, November 20th and finishes at 1 PM, Wednesday, November 22nd. All the lectures and discussions will take place in the main building of the Institute of Mathematics Polish Academy of Sciences, Śniadeckich 8, Warsaw.
Programme
On Monday and Tuesday the workshop starts at 10 AM and ends at 5:30AM; two hour launch break is planned on each day. In the morning session, we plan to have a plenary lecture followed by a panel discussion. In the evening session, we plan two shorter lectures followed by a discussion. On Wednesday, only the morning session is planned and we plan to conclude at 1:00PM.
Note that this is a preliminary version of the schedule, subject to potential further changes.
Confirmed speakers
Sébastien Ray
Andrzej Daniluk
Rafał Muchorski
Marcin Pitera
Michał Kowalski
Marcin Jaskowski
Philippe J De Brouwer
Łukasz Moskwa
Registration
Registration is free but compulsory. To register please write to damian.jelito@uj.edu.pl. Please include your current affiliation/company. The registration deadline is 10.11.2023.
Please note that we cannot reimburse travel expenses nor provide accommodation for the participants.
Organising committee
Jacek Jakubowski (University of Warsaw)
Damian Jelito (Jagiellonian University)
Marcin Pitera (Jagiellonian University)
Łukasz Stettner (Institute of Mathematics Polish Academy of Sciences)
Organisers
The workshop is organised with the support of the IDUB Scientific Program "Stochastic analysis and control” in cooperation with the Faculty of Mathematics, Informatics and Mechanics of the University of Warsaw.