Advanced Research Workshop on Financial Mathematics:  
Methods and Applications. 16-20 September 2008


The Workshop location address

University of Gdańsk
Department of Mathematics, Physics and Informatics,
ul. Wita Stwosza 57, Gdańsk 80-952, POLAND.

Registration and Information arwfm@math.univ.gda.pl

Organizing Committee Members

Albert N. Shiryaev, Russia [albertsh AT mi.ras.ru ]

Janusz Kowalik, USA [ j.kowalik AT comcast.net ]

Waclaw Marzantowicz, Poland [ marzan AT amu.edu.pl ]

Workshop General Chairman:

Karol Dziedziul, Poland [kdz AT mif.pg.gda.pl]

Scientific program advisor:

Andrey Borisovich, Poland [ andbor88 AT yahoo.com ]

Program Committee

Members:

Marida Bertocchi, Italy
Ljudmila Bordag , Sweden
Andrey Borisovich , Poland
Marek Musiela , Poland
Andrzej Palczewski , Poland
Igor V. Pavlov , Russia
Łukasz Stettner , Poland

Abstracts of Participants  

Program  

Travel Information  

Organizers-Sponsors  

University of Gdańsk
WMI, Adam Mickiewicz University, Poznań
Stefan Banach International Mathematical Center

 

  •  Map with hotels, restaurant and the place of workshop
    MAP
  •  Workshop Objectives
    The main objective of the Workshop is facilitating intensive discussions between experts of the financial mathematics in order to assers the state of the art and formulate challenging research issues. Attendees coming from academia, industry and business will survey and asses effective methods and the most successful applications.They will also propose new techniques adding new tools to the existing ones.
  • Technical Areas
      (a) Financial  Modeling, How to build financial mathematical models

     (b) Methods and Tools, (Stochastic programming), How we solve them and what tools exist

     (c) Applications, (Market risk, credit risk, operational risk, other types of risk, insurance, pension funds),         How we apply mathematics in real financial life

          (d) Research Goals for the Future, What still needs to be done in the future

           (e) The key focus of the Workshop will be discussions on the real life use of and the practical experience           with financial mathematics