Oxford-Princeton Workshop on Stochastic Analysis and Mathematical Finance
The next Oxford Princeton workshop will take place at the Oxford-Man Institute of Quantitative Finance, Eagle House, Walton Well Road, Oxford, OX2 6ED, on 14th and 15th October 2022.
Organizers: Ludovic Tangpi (Princeton University), Christoph Reisinger (University of Oxford).
Registration has now closed.
Programme
All talks will take place in the third floor lecture room and all refreshments (tea/coffee/lunches) will be in the third floor common room.
| Friday 14 October | Saturday 15 October | ||
|---|---|---|---|
| 8.30-9.00 | Registration and coffee | 8.30-9.00 | COFFEE |
| 9.00-9.05 | Opening remarks | 9.00-9.40 | Justin Sirignano |
| 9.05-9.45 | Mete Soner | 9.45-10.25 | Emma Hubert |
| 9.50-10.30 | Thaleia Zariphopoulou | 10.25-11.00 | COFFEE |
| 10.30-11.00 | COFFEE | 11.00-11.40 | Sam Cohen |
| 11.00-11.40 | Rene Carmona | 11.45-12.05 | Deqing Jiang |
| 11.45-12.25 | Rama Cont | 12.10-12.30 | Jonathan Tam |
| 12.30-2 | LUNCH | 12.30-1.30 | LUNCH |
| 2.00-2.40 | Huining Yang | 1.30-1.50 | Claire Zeng |
| 2.45-3.05 | Valentin Tissot-Daguette | 1.55-2.15 | Nikolas Michael |
| 3.10-3.30 | Alain Rossier | 2.20-3.00 | Blanka Horvath |
| 3.30-4.00 | COFFEE | 3.00-3.20 | COFFEE |
| 4.00-4.40 | Harald Oberhauser | 3.20-4.00 | Anran Hu |
| 4.45-5.25 | Johannes Muhle-Karbe | 4.00-4.40 | Ronnie Sircar |
| 4.40-4.45 | Closing remarks |
The workshop is kindly supported by the Oxford-Man Institute of Quantitative Finance.
Files
| Attachment | Size |
|---|---|
| Oxford Princeton titles_4.pdf96.46 KB | 96.46 KB |