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.