Date 18 – 19 June 2015
Location University of Manchester
Programme
The purpose of the conference is to bring together academics and practitioners interested in mathematical modelling in finance. We invite researchers whose research work contains a strong Mathematical element to attend. We have included a broad range of topics with the aim to expose participants to models, ideas and techniques that they may not be aware of, and to foster future collaborations.
In recent years many of the underpinning assumptions of classical Mathematical Finance have been under attack, and now efficient markets can no longer be assumed by default. The result is that many more complex real world interactions need to be taken into account, meaning that the techniques and models from other areas such as Real Options and Operations Research will be important for the future of Mathematics in Finance.
We invited papers on the following themes:
Computational Finance
- high dimensional problems,
- simulation techniques,
- PDE methods
Energy Markets
- market regulation and monitoring,
- competition and investment,
- commodity pricing and risk management
Risk
- credit risk modelling
- liquidity risk
- counterparty risk
Operations Research
- game theory
- network optimisation
- revenue management
Real Options
- competition,
- optimal investment
Invited Speakers
Rui Carvalho (University of Cambridge)
Tim Johnson (Heriot-Watt University)
Christoph Reisinger (University of Oxford)
Alex Weissensteiner (Technical University of Denmark)
Conference Fees
| IMA Member | £205 |
| Non-IMA Member | £250 |
| IMA Student | £135 |
| Non-IMA Student | £145 |
Programme Committee
Paul Johnson (University of Manchester) – Chair
Tim Johnson (Heriot-Watt University) – Deputy Chair
Rama Cont (Imperial College London)
Andrea Macrina (University College London)
Arne Strauss (Warwick Business School)
Contact information
For general conference queries please contact Lizzi Lake, Conference Officer
E-mail: conferences@ima.org.uk Tel: +44 (0) 1702 354 020
Institute of Mathematics and its Applications, Catherine Richards House, 16 Nelson Street, Southend-on-Sea, Essex, SS1 1EF, UK.
