The conference will be held on the seaside campus of the University of California at Santa Barbara. The program will focus sharply on recent developments in applications of the convex duality method to problems in finance.
The basic structure of the meeting is designed to provide an opportunity for graduate students, new Ph.D.'s, young scientists, and senior researchers to learn from one another. The meeting is designed to benefit both researchers already working in this field and those who are interested in entering the field. There will be no contributed talks, however, afternoons are reserved for informal discussion sessions modeled on the successful example of the Seminar on Stochastic Processes series of conferences. The informal sessions are designed to encourage interaction between young researchers and more senior ones by devoting a large part of its program time to informal discussion and problem sessions.
Marco Frittelli will deliver 10 lectures on the topic of Convex Duality
Methods in Mathematical Finance.
Statistics & Applied Probability
University of California
Santa Barbara, California 93106-3110