Math Finance Day 2018

Welcome to the website of the Princeton-Rutgers Math Finance Day 2018! This event is a joint effort between the Rutgers Mathematics Department and Princeton's Department of Operations Research and Financial Engineering. The one-day event will include 5 talks by senior researchers and will take place at the College Avenue Campus of Rutgers University, New Brunswick, NJ.

Date: Saturday, April 7, 2018

Schedule, Titles, Abstracts, and Slides

Registration: The event is free, and there is no registration required.


Umut Cetin (London School of Economics)

Xin Guo (UC Berkeley)

Ioannis Karatzas (Columbia University)

Johannes Muhle-Karbe (Carnegie Mellon University)

Miklos Rasonyi (MTA Alfréd Rényi Institute of Mathematics)


Rene Carmona (Princeton University)

Kasper Larsen (Rutgers University)

Dan Ocone (Rutgers University)

Mykhaylo Shkolnikov (Princeton University)

Ronnie Sircar (Princeton University)

Kim Weston (Rutgers University)

Location: Rutgers University, College Avenue Campus

Academic Building (West Wing) Room 2150

15 Seminary Place, New Brunswick, NJ 08901

Please note that the Academic Building consists of two buildings, an East Wing and West Wing, at the same address. Both buildings are labeled as the Academic Building. The West Wing is located on the left hand side when viewed from the street.

The room is located a short walk from the New Brunswick train station:

Conference support is provided by the National Science Foundation .