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CRM > English > Activities > Curs 2019-2020 > INTENSIVE RESEARCH PROGRAM IN QUANTITATIVE FINANCE
INTENSIVE RESEARCH PROGRAM IN QUANTITATIVE FINANCE
POSTPONED DUE TO COVID-19 VIRUS 

After the decision of the Catalan government of suspending all academic activities and restricting civilians mobility due to the COVID-19 health and safety alert, we have made the difficult decision to postpone the activities included in​ this research programme, originally scheduled to take place in June-July 2020. Following increased and overwhelming concerns about the COVID-19 virus, we felt this was the best way to proceed during such an unprecedented global situation. We are very disappointed that we are unable to hold this event, but we know it’s the right decision based on the information we have today. 
 
​We thank all the coordinators, invited speakers, participants and invited researchers for your support and understanding.

NEW DATES - ​May 31st - July 23rd, 2021

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General inform​ation
  


Descr​iption
  
This intensive program focuses in hot topics in Quantitative Finance. In the last decades, problems emerging in the financial industry have been a starting point for the development of  quantitative techniques. These techniques cover a wide spectrum of mathematical fields, from probability theory to numerical and computational tools. A huge volume of research has done in the academia inspired by these problems. In the contrary direction, the financial industry is using more and more advanced (from the mathematical point of view) tools and concepts, due to the increasing complexity of markets, that can only be addressed with high-level quantitative methods. This program has been designed to create a bridge between the academia and the industry and it is thought to be a forum to gather professionals working in this area. This means, from the academia, the financial industry and specialized software companies. The program will last for two months and it will take place at the Centre de Recerca Matemàtica during the period June-July 2021. 

The program is composed of:

  1. a) Two advanced courses focused on the mathematical and computational tools in Quantitative Finance.
  2. ​b) A workshop devoted to the current challenges in option pricing and hedging in the financial industry and the latest academic developments.
  3. c) A weekly seminar for researchers.
  4. d) A weekly seminar for students.

Organiz​ers

​Elisa Alòs​​​​​​ ​​Universitat Pompeu Fabra
​Luis Ortiz-Gracia ​Universitat de Barcelona
​Josep Vives

​Universitat de Barcelona-IMUB

 Scientific com​mittee
   
​Elisa Alòs​ ​Universitat Pompeu Fabra
​José Manuel Corcuera ​Universitat de Barcelona
​Maria Elvira Mancino ​Università di Firenze
​Cornelis W. Oosterlee ​Delft University of Technology and CWI
​Luis Ortiz-Gracia ​Universitat de Barcelona
​Carlos Vázquez Cendón ​Universidade da Coruña
​Josep Vives ​Universitat de Barcelona-IMUB​
  
Main activities of the programme​​
  
Weekly seminars for​ researchers​
 
Acknowledgements​
Natixis has funded this programme to help French students or doctors to participate in the activities.

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 Further informati​on
  
For inquiries about the program please contact the research programme's coordinator Ms. Núria Hernandez at nhernandez@crm.cat​
 
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