5th Oxford-Princeton Workshop

March 27-28, 2009, Princeton University


The Oxford-Princeton Workshops are held approximately every eighteen months as an opportunity for leading groups of researchers in, primarily, mathematical and computational finance from Oxford University and Princeton University to collaborate and interact. The series is organized by the Oxford-Man Institute, the Oxford Mathematical and Computational Finance Group, the Department of Operations Research and Financial Engineering and the Bendheim Center for Finance.


  • Ronnie Sircar (Princeton University)
  • Vicky Henderson (Oxford-Man Institute)


  • Rene Carmona (Princeton)
  • Paul Glasserman (Columbia)
  • Vicky Henderson (Oxford)
  • Sam Howison (Oxford)
  • Hanqing Jin (Oxford)
  • Jakub Jurek (Princeton)
  • Dmitry Kramkov (Carnegie Mellon & Oxford)
  • Michael Monoyios (Oxford)
  • John Mulvey (Princeton)
  • Jan Obloj (Oxford)
  • Christoph Reisinger (Oxford)
  • Ramon van Handel (Princeton)
  • Wei Xiong (Princeton)
  • Xunyu Zhou (Oxford)

Student Speakers

  • Nikolay Aleksandrov (Oxford)
  • Alok Gupta (Oxford)
  • Xuedong He (Oxford)
  • Gechun Liang (Oxford)
  • Sergey Nadtochiy (Princeton)
  • Mitja Stadje (Princeton)
  • Ke Yu (Princeton)
  • Forrest Zhang (Princeton)
  • Joe Yang (Princeton)


  • Operations Research & Financial Engineering
  • Princeton Research Training Group
  • The Bendheim Center for Finance
  • NSF
  • Oxford-Man Institute