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CRM > English > Activities > Curs 2014-2015 > Interdisciplinary workshop on Quantitative Finance
Interdisciplinary workshop on Quantitative Finance
General Information
 
 
Dates: June 25 and 26, 2015

 
 
 
Presentation
 
In this workshop we aim to bring together academic researchers and professionals from financial institutions interested in quantitative finance, to interact and to discuss. We wish to focus on the underlying mathematical models as well as in advanced numerical solution techniques used for pricing financial contracts and risk measurement. Quantitative finance concerns the application of mathematical methods to solve problems in finance. The tools and techniques to tackle these problems cover a wide spectrum of fields, like stochastic analysis, numerical analysis, partial differential equations, statistics and econometrics.
 
 
Scientific coordinators
 

Elisa Alòs (UPF)
 
Joan del Castillo (UAB)
 
José Manuel Corcuera (UB)
 
Luis Ortiz-Gracia (CRM)
 
Josep Vives (UB)
 
 
Speakers
 
 
Elisa Alòs  Universitat Pompeu Fabra
Argimiro Arratia Universitat Politècnica de Catalunya
Jan De Spiegeleer Jabre Capital Partners
Luca del Viva ESADE
Albert Ferreiro Castilla  Banc de Sabadell
Chainarong Kesamoon Universitat Autonòma de Barcelona
​Jesús Marín Solano ​Universitat de Barcelona
Salvador Ortiz Latorre  University of Oslo
Luis Ortiz Gracia Centre de Recerca Matemàtica
Josep Perelló Palou Universitat de Barcelona
David Ruiz Baños  University of Oslo
Miguel Santolino  Universitat de Barcelona
Isabel Serra Mochales Centre de Recerca Matemàtica
Sara Solanilla University of Oslo
Arturo Valdivia Universitat de Barcelona
Josep Vives Universitat de Barcelona
 
You can download their abstracts at the Timetable
Registration
 

Registration is free but signing in is necessary. Please, use the buttons on this page to do so (Once you get to the registration page just SAVE DATA to be registered).
 
Registration will be possible until June 14, 2015 or until full. ​ ​​​​​
 

Housing information
For housing information click here​​​​
​Contact information
​ 

If you have any questions please contact:

Neus Portet (nportet@crm.cat​)

​Sponsor


This activity is supported by La Caixa Foundation, through the programme "Research on Collaborative Mathematics"

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