2022 Center for Financial Mathematics and Actuarial Research (CFMAR) Workshop

Event Date: 

Thursday, September 29, 2022 - 9:00am to Friday, September 30, 2022 - 5:30pm

Event Location: 

  • Loma Pelona Center (Room 1108)

The 2022 CFMAR workshop aims at providing participants a platform to exchange ideas on exciting topics in financial mathematics, including machine learning in finance, use of signatures, financial networks, decentralized finance, and energy and climate finance. Experts in these areas of research will share their views in a relaxed and comfortable format at the beautiful UCSB campus. 

Speakers: 

Jose Blanchet (Stanford)
 
Rene Carmona (Princeton University)
 
Alvaro Cartea (Oxford University) 
 
Ioannis Chalkiadakis (ESC Rennes)
 
Bruno Dupire (Bloomberg) 
 
Zachary Feinstein (Stevens Institute of Technology)
 
Marco Frittelli (University of Milano)
 
Emma Hubert (Princeton University)
 
Jimin Lin (University of California, Santa Barbara)
 
Thibaut Mastrolia (UC Berkeley)
 
Ronnie Sircar (Princeton University)
 
Valentin Tissot-Daguette (Princeton University)
 
Renyuan Xu (University of Southern California)
 
Zimu Zhu (University of California, Santa Barbara)
 
 
Registration is required. 
 

Organizers: Jean-Pierre Fouque, Mike Ludkovski, Nils Detering, Ruimeng Hu, Tomoyuki Ichiba, Gareth Peters