Stochastic Control and Quantitative Finance
12-14 September 2022JerusalemMount Scopus
The planned workshop "Stochastic Control and Quantitative Finance" is a three-day (Monday September 12 through Wednesday September 14th, 2022) event, with a busy program of talks by experts in both academia and in the financial industry.
This event is planned to cover a broad range of themes including theoretical studies of price dynamics, statistical analysis of financial data, optimization methods, simulation techniques, numerical schemes, and new applications of machine learning to Finance. In addition we will have several sessions where experts from the financial industry will present their research.
Participation is free but, for organizational purposes, registration is mandatory (except for invited speakers).
Organizers
Peter Bank
bank@math.tu-berlin.de
Yan Dolinsky
yan.dolinsky@mail.huji.ac.il
Mathieu Rosenbaum
mathieu.rosenbaum@polytechnique.edu
Peter Bank
bank@math.tu-berlin.de
Yan Dolinsky
yan.dolinsky@mail.huji.ac.il
Mathieu Rosenbaum
mathieu.rosenbaum@polytechnique.edu