6th Workshop Nonlinear PDEs and Financial Mathematics, 23-27 March, 2015
This is an international conference supported by G-RISC, which is organized in the framework of FP 7 Marie Curie Initial training Network STRIKE by University of Applied Sciences Zittau/Görlitz, Germany. During the event experienced researches and young PhD students can share their knowledge and expertise in analytical, stochastic and numeric approaches to financial markets.
A special session on statistics and dataanalysis is organized in collaboration with
the industrial partner, internet searchengine Yandex.
Abstracts of the talks can be submitted to L. Bordag
The following topics are of a particular interest:
‣ portfolio optimization
‣ fair pricing of derivatives
‣ illiquidity and market frictions
When: 23-27 March, 2015
Where: UAS Zittau/Goerlitz, Zittau, Germany
Further details can be found at the following link