21 – 24 May 2014, Berlin

Registration has closed. Submission of contributed talks has closed.

The First Berlin-Singapore Workshop on Quantitative Finance and Financial Risk is the first of a series of workshops with the aim of establishing a sustainable cooperation between Singapore and Berlin. This workshop is a collaboration between the Centre for Quantitative Finance at the National University of Singapore, the Humboldt University Berlin, Technical University Berlin, and the Weierstrass Institute for Applied Analysis and Stochastics.The first workshop will be held in Berlin, Germany. The goal of the workshop is to strengthen existing and establish new collaborations between researchers from Berlin and Singapore, in the areas of financial mathematics, quantitative finance, and risk management. The workshop aims to provide students and young researchers with an opportunity to network, to exchange ideas, and to present their research in an informal environment, as well as expose the students to the latest developments in the above mentioned areas.

Invited Speakers

Plenary Speakers:

• Stephane CREPEY (Evry University, France)
• Paul GLASSERMAN (Columbia University, USA)
• Jan KALLSEN (University of Kiel, Germany)
• Steven KOU (National University of Singapore, Singapore)
• Ronnie SIRCAR (Princeton University, USA)

Invited Speakers:

• Christian BAYER (Weierstrass Institute, Berlin, Germany)
• Dirk BECHERER (Humboldt University Berlin, Germany)
• Ningyuan CHEN (Columbia University, USA)
• Min DAI (National University of Singapore, Singapore)
• Samuel DRAPEAU (Technical University Berlin, Germany)
• Paulwin GRAEWE (Humboldt University Berlin, Germany)
• Qiang HE (National University of Singapore, Singapore)
• Robert KIMMEL (National University of Singapore, Singapore)
• Dorte KREHER (Humboldt University Berlin, Germany)
• Marcel LADKAU (Weierstrass Institute, Berlin, Germany)
• Marvin MÜLLER (Technical University Berlin, Germany)
• Antonis PAPAPANTOLEON (Technical University Berlin, Germany)
• Jinniao QIU (Humboldt University Berlin, Germany)
• Yingda SONG (National University of Singapore, Singapore)
• Moritz VOSS (Technical University Berlin, Germany)
• Jing XU (National University of Singapore, Singapore)
• Chen YANG (National University of Singapore, Singapore)
• Chao ZHOU (National University of Singapore, Singapore)

 

Programme

Programme and Abstracts  

Venue

• 21-22 May 2014 Weierstrass Institute for Applied Analysis and Stochastics Mohrenstrasse 39 10117 Berlin Germany

• workshop dinner on 22 May 2014 Altberliner Restaurant Fürstenberger Straße 1, 10435 Berlin

• 23-24 May 2014 Humboldt University Berlin Jacob-und-Wilhelm-Grimm-Zentrum Geschwister-Scholl-Straße 3 10117 Berlin Germany

Venue Details  

Organizing Committee

• Ulrich HORST (Humboldt University Berlin, Germany)
• Steven KOU (National University of Singapore, Singapore)
• Antonis PAPAPANTOLEON (Technical University Berlin, Germany)
• John SCHOENMAKERS (Weierstrass Institute, Berlin, Germany)

 

Co-organized with

 

Sponsors

• Berlin Mathematical School
• Centre for Quantitative Finance
• Europlace Institute of Finance
• Humboldt University Berlin
• Quantitative Finance Laboratory Berlin
• Technical University Berlin
• Weierstrass Institute
• Research Training Center 1845: “Stochastic Analysis with Applications to Biology, Finance and Physics”

 

Local Organizer

• Paulwin GRAEWE (Humboldt University Berlin, Germany)