The 3rd Western Conference in Mathematical Finance

Event Date: 

Friday, November 13, 2009
Saturday, November 14, 2009
Sunday, November 15, 2009

Event Date Details: 

Best Western Pepper Tree Inn, Tree Top Room, Santa Barbara


The Third Western Conference in Mathematical Finance

The purpose of the conference is to bring together promising young specialists and eminent researchers working in the area of mathematical finance, to encourage new collaborations and allow for active exchange of ideas through informal discussions.

WCMF'09 in Santa Barbara follows the footsteps of similar conferences in Austin, TX in 2008 (The 2nd WCMF) and Palo Alto, CA in 2007 (The 1st WCMF), designed to promote research in financial matheamtics in the Western United States.

Meeting Schedule

Abstracts of Talks

Location, accomodations and transportation

The meeting takes place at the Tree Top Room of the Best Western Pepper Tree Inn.

Best Western Pepper Tree Inn 
3850 State Street, Santa Barbara, California, 93105-3112
Phone: 805/687-5511, Fax: 805/682-2410

Block of rooms is reserved until October 15, 2009 at rate of $115 + tax for single/double room occupancy. Participants are responsible for making their own  reservations. Please call the hotel directly and identify yourself as a "WCMF meeting"  participant.

The hotel is located about 5 miles away from UCSB campus on upper State street, across the street from La Cumbre Plaza shopping mall. There is complimentary shuttle service from and to the Santa Barbara Airport and Amtrak Station.

Click here for driving directions.

Opening Talks

Invited Speakers

Gerard Brunick (UT Austin)
Coskun Cetin (CalState Sacramento)
Noureddine El Karoui (UC Berkeley)
Alex Eydeland (Morgan Stanley)
David German (Claremont McKenna College)
Kay Giesecke (Stanford)
Tomoyuki Ichiba (UC Santa Barbara)
Raphael Mendoza (UT Austin)
Soumik Pal (UW Seattle)
Rituparna Sen (UC Davis)
Adam Tashman (UC Santa Barbara)
Antoine Toussaint (Stanford)
Guoliang Wu (UT Austin)
Mingxin Xu (UNC Charlotte)

Graduate Student Talks

Burhaneddin Izgi (Mimar Sinan U., Visiting Cal. State Sacramento)
Jing Li (UNC-Charlotte)
Matt Lorig (UC Santa Barbara)
Sergio Pulido (Cornell)
Johannes Ruf (Columbia)
Winslow Strong (UC Santa Barbara)
Lihong Xia (UNC-Charlotte)

More information on the 3rd Western Conference in Mathematical Finance