19 – 21 June 2013, Singapore
Registration has closed.
Submission of contributed talks has closed.
This is the third workshop, co-sponsored by IMS, for the recently formed special interest group within IMS on Finance: Probability and Statistics (FPS). The previous two were held in 2011 and 2012 at Columbia University and the University of California at Berkeley, respectively.
The focus of the workshop is on the use of probabilistic and statistical analysis and models for problems arising in finance. By bringing together both leading experts and junior researchers, the workshop will highlight important contributions made through the use of statistics and probability, and identify emerging issues where statistics and probability promise to play an important role in the future.
This workshop is part of the program on Nonlinear Expectations, Stochastic Calculus under Knightian Uncertainty, and Related Topics (June 3 – July 12, 2013), jointly organized by the Institute for Mathematical Sciences and the newly established Centre for Quantitative Finance at the National University of Singapore.
Group photo:
Speakers
Plenary Speakers
- Freddy Delbaen (ETH Zürich, Switzerland)
- Jin-Chuan Duan (National University of Singapore, Singapore)
- Peter Forsyth (University of Waterloo, Canada)
- Xin Guo (UC Berkeley, USA)
- Ulrich Horst (Humboldt-Universität zu Berlin, Germany)
- Sam Howison (University of Oxford, UK)
- Duan Li (The Chinese University of Hong Kong, Hong Kong)
- Alex Novikov (University of Technology, Sydney, Australia)
- Shige Peng (Shandong University, People’s Republic of China)
- Philip Protter (Columbia University, USA)
- Haipeng Xing (State University of New York, at Stony Brook, USA)
List of Speakers for the Invited and Contributed Talks
Programme
Programme and Abstracts
Venue
- Block S17
National University of Singapore (Kent Ridge campus)
Organizing Committee
- Min DAI (National University of Singapore, Singapore)
- Steven KOU (National University of Singapore, Singapore)
- Tze Leung LAI (Stanford University)
Co-sponsored with
