We invite researchers in mathematical finance and related fields to participate in the conference. There will be 19 plenary lectures given by world-renowned academicians and practitioners, as well as contributed talks and poster sessions.
The conference is dedicated to the tercentenary of Jacob Bernoulli's "Ars conjectandi", 1713.
Stochastic control in finance
Statistics of financial data
Arbitrage and risk theory|
Numerical methods in finance
Denis Belomestny (Germany)
Ernst Eberlein (Germany)
Juri Hinz (Australia)
Masaaki Kijima (Japan)
Ernesto Mordecki (Uruguay)
Martin Schweizer (Switzerland)
William Ziemba (Canada)
Michael Dempster (UK)
Paul Glasserman (USA)
Youri Kabanov (France)
Dmitry Kramkov (USA)
Alexander Novikov (Australia)
Teryoshi Suzuki (Switzerland)
Bruno Dupire (USA)
Maria do Rosario Grossinho (Portugal)
Konstantinos Kardaras (UK)
Michael Markov (USA)
Mete Soner (USA)
Lioudmila Vostrikova (France)
The conference will be held on the 9th floor of Steklov Mathematical Institute.
Address: 8 Gubkina St., Moscow, Russia.
Metro stations: “Akademicheskaya” or “Leninskiy prospekt” (orange line; see the metro map).
Steklov Institute is located in a 15 minutes walk from Akademicheskaya station. There are also trams No. 14 and No. 39 from stop “Leninskiy prospekt” to stop “Ulitsa Gubkina”.
You can find additional useful information in our Moscow guide.Show the access map
A. Shiryaev, V. Spokoiny (co-chairmen)
B. Kashin, A. Sergeev, S. Zhulenev, A. Muravlev, M. Zhitlukhin, E. Burnaev, N. Beyer, P. Yaskov, T. Tolozova
Conference "Advanced Finance and Stochastics"
Steklov Mathematical Institute of RAS
Gubkina St., 8
Moscow 119991, Russian Federation
+7-495-984-8141, Ext 3782