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THEMATIC PROGRAMS |
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| February 9, 2010 |
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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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| Registration now closed. (Note space is limited and registration has reached capacity) To be put on the waiting list for cancellations please e-mail thematic@fields.utoronto.ca Include affiliation & contact information. |
Thematic Program Homepage | Confirmed Participants |
| Hotels and Housing | Visitor Information |
Mailing List : To receive updates on the program please subscribe to our mailing list at www.fields.utoronto.ca/maillist
Topics
- portfolio optimization and control
- optimal execution
- derivatives and credit risk
- risk measurement
- numerical analysis
Invited Speakers (talk titles and abstracts) |
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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) Birgit Rudloff (Princeton) Georgios Skoulakis (Maryland) Jeremy Staum (Northwestern) Nizar Touzi (Ecole Polytechnique) |
Confirmed Participants as of February
5, 2010
| Full Name | University/Affiliation |
| Alexandru-Gajura, Elena | McMaster University |
| Assa, Hirbod | Université de Montréal |
| Bayraktar, Erhan | University of Michigan |
| Broadie, Mark | Columbia University |
| Byelkina, Svitlana | Bank of Montreal |
| Campolieti, Joe | Wilfrid Laurier University |
| Chadam, John | University of Pittsburgh |
| Chellathurai, Thamayanthi | Canadian Imperial Bank of Commerce |
| Chen, Nan | Chinese University of Hong Kong |
| Dang, Duy Minh | University of Toronto |
| 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 |
| Ferrando, Sebastian | Ryerson University |
| Forsyth, Peter | University of Waterloo |
| Garlappi, Lorenzo | University of British Columbia |
| Gatheral, Jim | Merrill Lynch & Co. Inc |
| Gebbie, Tim | University of Witwatersrand |
| Giesecke, Kay | Stanford University |
| Giles, Mike | Oxford University |
| Glasserman, Paul | Columbia University |
| Grasselli, Matheus | McMaster University |
| Gravelle, Toni | Bank of Canada |
| Ha, Eugene | Fields Institute |
| Han, Meng | University of Toronto |
| Heider, Pascal | Univerisity of Ulm |
| Hu, Xueying | University of Michigan |
| Hurd, Tom | McMaster University |
| Hyndman, Cody | Concordia University |
| Itkin, Andrey | Rutgers University |
| Iyengar, Garud | Columbia University |
| Jahanshah, Davoudi | University of Toronto |
| Jaimungal, Sebastian | University of Toronto |
| Jeon, Yoontae | University of Toronto |
| Jun, Doobae | Sungkyunkwan University |
| Kan, Kin Hung (Felix) | University of Western Ontario |
| Kang, Wanmo | KAIST |
| Kapchinsky, Michael | Toronto Dominion Bank |
| Kawczak, Janusz | BMO |
| Khisti, Ashish | University of Toronto |
| Kolm, Petter | New York University |
| Korn, Ralf | Universität Kaiserslautern |
| Krasin, Vladislav | University of Alberta |
| Kreinin, Alexander | Algorithmics Incorporated |
| Ku, Hyejin | York University |
| Kuznetsov, Alexey | York University |
| Lai, Yongzeng | Wilfrid Laurier University |
| Lakhany, Asif | Algorithmics Incorporated |
| Lee, Kiseop | University of Louisville |
| Leung, Louis | University of Toronto |
| Levin, Alex | RBC |
| Li, Sebastian | University of Toronto |
| Lin, Jen-Wen | TD Bank Financial Group |
| Ludkovski, Mike | UC Santa Barbara |
| Lukas, Mike | BMO |
| Ma, Xiaofang | BMO |
| Marri, Fouad | York University |
| Moallemi, Ciamac | Columbia University |
| Moazeni, Somayeh | University of Waterloo |
| Morales, Manual | Université de Montréal |
| Moreno, Santiago | Humboldt University Berlin |
| Muhina, Irina | Manulife |
| Müller, Stefanie | University of Kaiserslautern |
| Muthuraman, Kumar | The University of Texas at Austin |
| Niu, Shilei | University of Waterloo |
| Nkote, Isaac | Makerere University Business School |
| Nobakhtian, Soghra | University of Isfahan |
| Ntantamis, Christos | Aarhus University |
| Pal, Janos | Bank of Montreal |
| Papapantoleon, Antonis | TU Berlin |
| Peng, Xianhua | Columbia University |
| Penn, Gerald | University of Toronto |
| Pestrikov, Alex | University of York |
| Pirvu, Traian | McMaster University |
| Protter, Philip E. | Cornell University |
| Pulido, Sergio | Cornell University |
| Qiao, Yun (Carrie) | York University |
| Rogers, Chris | University of Cambridge |
| Romanyuk, Yuliya | Bank of Canada |
| Rudloff, Birgit | Princeton University |
| Salisbury, Thomas | York University |
| Saunders, David | University of Waterloo |
| Seydel, Ruediger | University of Cologne |
| Shah, Nilesh | |
| Shakourifar, Mohammad | University of Toronto |
| Shen, Jerry | Bank of Montreal |
| 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 |
| Tourin, Agnes | |
| Touzi, Nizar | Ecole Polytechnique |
| Tsui, Lung Kwan | University of Pittsburgh |
| Vaz, Anthony | Manulife Financial |
| Vinogradov, Vladimir | Ohio University |
| Walker, Michael | University of Toronto |
| Wang, Jinlian | York University |
| Wilcox, Diane | University of Witwatersrand |
| Xing, Hao | Boston University |
| Xu, Jiaqing | University of Pittsburgh |
| Yi, Chuang | Bank of Montreal |
| Zheng, Harry | Imperial College |
| 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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