Rutgers Equilibrium Theory Summer School & Workshop

Welcome to the website for the Rutgers Equilibrium Theory Summer School and Workshop! This event will take place from June 10-13, 2019. It will consist of a 3-day summer school covering topics on equilibrium theory related to mathematical finance followed by a 1-day workshop featuring equilibrium-related research. It will take place at Rutgers University, NJ.

Location: The event will be located at Rutgers University in the College Avenue campus in New Brunswick, a short walk from the train station and the Heldrich hotel. We'll be in the Academic Building room 1170: https://dcs.rutgers.edu/classrooms/rutgers-academic-building-room-1170.

The Academic Building is split into two buildings -- East and West. Room 1170 is located in the West building on the lowest floor.

Registration: The event is free, and there is no registration required. See below for information about funding.

Summer School Dates: Monday, June 10 through Wednesday, June 12, 2019

Summer School Instructors:

Jin Choi (Ulsan National Institute of Science and Technology, Korea)

Kasper Larsen (Rutgers)

Scott Robertson (Boston University)

Kim Weston (Rutgers)

Topics: Radner and Nash equilibrium in settings related to mathematical finance and economics. See the minicourse abstracts here.

Workshop Date: Thursday, June 13, 2019

Workshop Speakers:

Agostino Capponi (Columbia)

Paul Glasserman (Columbia)

Scott Robertson (Boston University)

S. Vishwanathan (Duke University)

Hao Xing (Boston University)

Gordan Zitkovic (UT-Austin)

Organizers:

Kasper Larsen (Rutgers University)

Kim Weston (Rutgers University)

Funding: We would like to thank the Rutgers Mathematics Department and the Rutgers Master of Science in Mathematical Finance program for partial funding of this event.