Confirmed Speakers:
- Leif Andersen Bank of America
- Alain Bélanger Université de Sherbrooke
- Dimitri Bertsekas Massachusetts Institute of Technology
- René Carmona Princeton University
- Peter Carr Morgan Stanley
- Jakša Cvitanić Caltech
- Pierre Collin-Dufresne Swiss Finance Institute
- Bruno Dupire Bloomberg
- Freddy Delbaen ETH Zürich and University of Zürich
- Darrell Duffie Stanford University
- Julien Hugonnier Swiss Finance Institute
- Karel Janeček RSJ
- John Lehoczky Carnegie Mellon University
- Ioannis Karatzas Columbia University and INTECH
- Jin Ma University of Southern California
- Walter Schachermayer University of Vienna
- Martin Schweizer ETH Zürich
- Mihai Sîrbu University of Texas at Austin
- Josef Teichmann ETH Zürich
- Nizar Touzi École Polytechnique
- Gan-Lin Xu Guided Choice
- Gordan Žitković University of Texas at Austin
Organizers:
- Dmitry Kramkov Carnegie Mellon University
- Kasper Larsen Carnegie Mellon University
- Scott Robertson Carnegie Mellon University
- H. Mete Soner ETH Zürich
Contact Information:
Department of Mathematical Sciences
Carnegie Mellon University
Pittsburgh, PA 15213
Telephone: (412) 268-2545
Fax: (412) 268-6380
mmf@math.cmu.edu
Graduate students or scientists with a recent Ph.D. degree are encouraged to contribute a poster for this workshop. The deadline for submission of contributed abstracts and financial aid is March 16, 2015.