SCIENTIFIC PROGRAMS AND ACTIVITIES
|July 27, 2016|
In the three years since the Thematic Program, Quantitative Finance
is developing in new directions while continuing to expand in the
established channels. Some of the notable new areas are counterparty
credit risk, the development of robust methods and the inclusion
of Knightian uncertainty in models, the role of backward stochastic
differential equations, the study of algorithmic trading and the
limit order book, the impact of behavioural finance, liquidity,
multi-agent modelling, and ever increasing tie-ins with macroeconomics
and systemic risk.
that aim in mind, we invited the biggest thinkers in our subject
to give forward-looking talks that can give us a broad perspective
on crucial issues, ranging from the technical to the conceptual.
The Fields Institute for Research in Mathematical Sciences is pleased
to embark on a new partnership with the Global
Risk Institute for Financial Services (GRI), created in 2012
and based in Toronto, and this workshop is the first major event
in this new relationship.
At the same time, the workshop dates are correlated with a three-day
workshop on Mathematics for
New Economic Thinking cosponsored by the Fields Institute and
the Institute for New Economic
Thinking (INET). We aim to create a synergy between the two
events, with a number of participants electing to attend both.
Confirmed Speakers to date: