NEW CHALLENGES
IN QUANTITATIVE FINANCE
VIRTUAL WORKSHOP

REGISTRATION FEE

♦ 50 €

* Registration is free for all affiliated researchers at the Centre de Recerca Matemàtica (CRM). Please click on the Reservation option before finishing the process.

Workshop New Challenges in Quantitative Finance (IRP In Quantitative Finance) ONLINE

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Workshop
From July 12, 2021
to July 16, 2021

The Workshop will be held ONLINE via Zoom due to the current COVID-19 epidemiological situation.

Participants will receive the link to the sessions by July 9th.

Registration deadline 27 / 06 / 2021
SCHEDULE

Workshop’s information

The last week of the Intensive Research Program in Quantitative Finance will be devoted to the organization of a workshop on the current challenges in the financial industry as well as on the new developments in the academia. We plan to contact speakers from the industry to contribute to this workshop.

The workshop will accept abstracts submissions and there will be a poster session. In such a way, we offer the opportunity to local researchers and young students to present their work and to get in touch with the practitioners from the financial industry. Then, the workshop will consist of:

♦ Invited talks

♦ Contributed talks

♦ Poster sessions

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

Speakers

Argimiro Arratia Universitat Politècnica de Catalunya
Carole Bernard Grenoble Ecole de Management
Giulia Di Nunno University of Oslo
Masaaki Fukasawa Osaka University
Darius Gatarek Institute PAS
Karel in’t Hout Universiteit Antwerpen
Antoine Jacquier Imperial College
Matt Lorig University of Washington
Ismael Moreno VidaCaixa
Miquel Noguer Artificial Intelligence Finance Institute
Christoph Reisinger University of Oxford
Wim Shoutens University of Leuven
Uwe Wystup MathFinance
Updated May 12, 2021

List of participants

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Elisa Alòs ​​Universitat Pompeu Fabra
Argimiro Arratia Universitat Politècnica de Catalunya
Carole Bernard Grenoble Ecole de Management 
Giulia Di Nunno University of Oslo
​Maria Elvira Mancino ​Università di Firenze
Masaaki Fukasawa Osaka University
Darius Gatarek Institute PAS
Michel Herrera Universidade Da CoruñA
Karel in’t Hout Universiteit Antwerpen
Antoine Jacquier Imperial College
Tin Long Kou Universitat Autònoma de Barcelona
Matt Lorig  University of Washington
Zorozo Makumbe Universitat de Barcelona
Ismael Moreno VidaCaixa
Miquel Noguer Artificial Intelligence Finance Institute
Tommaso Mariotti Scuola Normale Superiore di Pisa
Luis Ortiz Gracia ​Universitat de Barcelona
Makar Pravosud Universitat Pompeu Fabra
Christoph Reisinger University of Oxford
Wim Shoutens University of Leuven
Josep Vives ​Universitat de Barcelona-IMUB
Uwe Wystup MathFinance
*Updated May 13, 2021

Grants

In order to increase the number of young researchers participating in this activity, a limited number of registration grants are offered by Natixis. Priority will be given to doctoral students. In case applications exceed the number of available grants, Natixis will give preference to French students.

To apply, you must complete the registration process, please go to SIGN IN, indicate in the OTHERS section that you wish to apply for a registration grant, you will be asked to attach your CV. Please click on the Reservation option before finishing the process.

Application deadline is June 27, 2021 
Resolutions will be sent by June 30, 2021

Poster and contributed talks

Participants have the option to contribute with a talk or with a poster. To apply for talks and/or poster presentation please select the relevant option during the registration process.
Application deadline is June 6, 2021 
Resolutions will be sent by June 15, 2021

 

For inquiries about the activity please contact the research programs coordinator Ms. Núria Hernández at nhernandez@crm.cat​​