International Conference "Advanced Finance and Stochastics" will be held in Moscow, Russia on June 24–28, 2013 and is organized by Steklov Mathematical Institute, PreMoLab and STRADO.

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.

Main topics

Stochastic control in finance
Derivatives pricing

Portfolio selection
Statistics of financial data

Arbitrage and risk theory
Numerical methods in finance

Keynote speakers

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)

CONFERENCE PROGRAM

Conference materials

Poster
Program
Book of abstract
Guide to Moscow (access to the Institute, sights, maps, etc.)

Address

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

Contacts

Organizing committee

A. Shiryaev, V. Spokoiny (co-chairmen)
B. Kashin, A. Sergeev, S. Zhulenev, A. Muravlev, M. Zhitlukhin, E. Burnaev, N. Beyer, P. Yaskov, T. Tolozova

Postal address

Conference "Advanced Finance and Stochastics"
Steklov Mathematical Institute of RAS
Gubkina St., 8
Moscow 119991, Russian Federation

E-mail

Phone

+7-495-984-8141, Ext 3782

Fax

+7-495-984-8139