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THEMATIC PROGRAMS |
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| November 22, 2009 |
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Thematic Program
on Quantitative Finance: Foundations and Applications January -
June, 2010
Scientific Committee: Mark Broadie (co-chair), Paul Glasserman (co-chair),
David Saunders, Stathis Tompaidis |
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Invited Speakers |
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| Liming Feng (Illinois) Peter Forsyth (Waterloo) Lorenzo Garlappi (UBC) Jim Gatheral (Merrill Lynch) Kay Giesecke (Stanford) Mike Giles (Oxford) Garud Iyengar (Columbia) Petter Kolm (NYU) Ralf Korn (TU Kaiserslautern) |
Ciamac Moallemi (Columbia) Kumar Muthuraman (UT Austin) Phillip Protter (Cornell) Chris Rogers (Cambridge) Kevin Ross (Stanford) Birgit Rudloff (Princeton) Georgios Skoulakis (Maryland) Jeremy Staum (Northwestern) Nizar Touzi (Ecole Polytechnique) |
Confirmed Participants as of November
17, 2009
| Full Name | University/Affiliation |
| Assa, Hirbod | Université de Montréal |
| Bayraktar, Erhan | University of Michigan |
| Brito, Francisco | SPE |
| Byelkina, Svitlana | Bank of Montreal |
| Campolieti, Joe | Wilfrid Laurier University |
| Casas, Isabel | Aarhus University |
| Chadam, John | University of Pittsburgh |
| Chellathurai, Thamayanthi | Canadian Imperial Bank of Commerce |
| Chen, Nan | Chinese University of Hong Kong |
| Draviam, Thangaraj | |
| Eberlein, Ernst | University of Freiburg |
| Ebert, Sebastian | Bonn Graduate School of Economics (University of Bonn) |
| Evans, Michael | University of Toronto |
| Fayyad, Wael | McMaster University |
| Feng, Liming | University of Illinois at Urbana-Champaign |
| Forsyth, Peter | University of Waterloo |
| Garlappi, Lorenzo | University of British Columbia |
| Giesecke, Kay | Stanford University |
| Giles, Mike | Oxford University |
| Glasserman, Paul | Columbia University |
| Ha, Eugene | Fields Institute |
| Hu, Xueying | University of Michigan |
| Huang, Junming | University of Pittsburgh |
| Hyndman, Cody | Concordia University |
| Itkin, Andrey | Rutgers University |
| Iyengar, Garud | Columbia University |
| Jaimungal, Sebastian | University of Toronto |
| Kan, Kin Hung (Felix) | University of Western Ontario |
| Khaliq, Abdul | Middle Tennessee State University |
| Khisti, Ashish | University of Toronto |
| Kolm, Petter | New York University |
| Korn, Ralf | Universität Kaiserslautern |
| Kreinin, Alexander | Algorithmics Incorporated |
| Ku, Hyejin | York University |
| Lai, Yongzeng | Wilfrid Laurier University |
| Lee, Kiseop | University of Louisville |
| Leung, Louis | University of Toronto |
| Levin, Alex | RBC |
| Lin, Jen-Wen | TD Bank Financial Group |
| Ludkovski, Mike | UC Santa Barbara |
| Makarov, Roman | Wilfrid Laurier University |
| Marri, Fouad | York University |
| Morales, Manual | Université de Montréal |
| Moreno, Santiago | Humboldt University Berlin |
| Muthuraman, Kumar | The University of Texas at Austin |
| Ouyang, Xiaoyu | University of Waterloo |
| Pandey, Dayanand | Bank Melli Iran Dubai |
| Papapantoleon, Antonis | TU Berlin |
| Penn, Gerald | University of Toronto |
| Pestrikov, Alex | University of York |
| Pirvu, Traian | McMaster University |
| Pulido, Sergio | Cornell University |
| Rogers, Chris | University of Cambridge |
| Rudloff, Birgit | Princeton University |
| Ruf, Johannes | Columbia University |
| Shakouifar, Mohammad | University of Toronto |
| Silla, Sebastiano | Polytechnic University of Marche |
| Skoulakis, Georgios | University of Maryland |
| Staum, Jeremy | Northwestern University |
| Tanaka, Keiichi | Tokyo Metropolitan University |
| Tompaidis, Stathis | University of Texas at Austin |
| Touzi, Nizar | Ecole Polytechnique |
| Tsui, Lung Kwan | University of Pittsburgh |
| Vinogradov, Vladimir | Ohio University |
| Wang, Jinlian | York University |
| Wang, Yiqi | University of Waterloo |
| Xing, Hao | University of Michigan |
| Yu, Hang | Carnegie Mellon University |
| Zhou, Zhuowei | McMaster University |
Apply to the Program:
All scientific events are open to the mathematical sciences community. Visitors who are interested in office space or funding are requested to apply by filling out the application form. Additional support is available (pending NSF funding) to support junior US visitors to this program. Fields scientific programs are devoted to research in the mathematical sciences, and enhanced graduate and post-doctoral training opportunities. Part of the mandate of the Institute is to broaden and enlarge the community, and to encourage the participation of women and members of visible minority groups in our scientific programs. For additional information contact thematic(at)fields.utoronto.ca
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