This summer school offers advanced instruction on frontier topics in stochastic analysis and quantitative finance, taught by internationally recognised experts in the field. It is aimed at doctoral students, postdoctoral researchers and established researchers who want to engage directly with recent developments in the area, and it continues the long-running series of CRM summer schools.

The programme consists of three courses, listed below, complemented by contributed talks and a poster session.

Scientific Committee

Elisa Alòs | UPF
Luis Ortiz | UB
Rafael de Santiago | IESE
Wim Schoutens | KU Leuven

Organising Committee

Òscar Burés | UB
Oriol Roch | UB
Sara Solanilla | UB
Oriol Tubella | UB
Josep Vives | UB – Chair

The detailed programme will be published here closer to the event.

[ TBP ]

Participants are encouraged to present their research results or open problems, either as a short contributed talk or as a poster. To apply, participants will find the relevant option during the registration process, where they can indicate whether they wish to be considered for a talk, for a poster, or for either. You will be asked to attach the abstract (between 300 and 600 words) including the title, in .pdf format. The file name must follow the format: surname_name.

• Deadline for abstract submission: [ TBP ]
• Resolutions: [ TBP ]

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