7th Oxford-Princeton Workshop

April 27-28, 2012, Princeton University

About

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.

Organizers

  • René Carmona (Princeton University)
  • Greg Gyurko (Oxford-Man Institute)

Speakers

  • Patrick Cheridito
  • Michael Coulon
  • Greg Gyurko
  • Harrison Hong
  • Dimtry Kramkov
  • Jeremy Large
  • Gechun Liang
  • Matt Lorig
  • Terry Lyons
  • Mike Monoyios
  • Sergey Nadtochyi
  • Shige Peng
  • Christoph Reisinger
  • Johannes Ruf
  • Hyun Shin
  • Ronnie Sircar
  • Mete Soner
  • Nicolas Victoir
  • Xunyu Zhou

Student Speakers

  • Vladimir Cherny
  • Zachary Feinstein
  • Zhenyu Gao
  • Sigrid Kallblad
  • Martina Mincheva
  • Oleskii Mostovyi
  • Kevin Webster
  • Rasmus Wissmann

Sponsors

  • Operations Research & Financial Engineering
  • The Bendheim Center for Finance
  • Nomura Centre for Mathematical Finance
  • NSF
  • Oxford-Man Institute