Share Your Research, Maximize Your Social Impacts
Main Menu
Searching By
PARTNERS
AFIC 2014 - Symposium on Applications of Functional Ito calculus
Topics/Call fo Papers
Organizer: David-Antoine Fournie, Vice President, Morgan Stanley, 1585 broadway, 5th floor, New York, NY 10036, USA
E-mail: d-AT-vidfournie.com
The symposium will go through the current state of research regarding applications of the recently introduced functional Ito calculus (Dupire(2009), Cont-Fournie(2010), Cont-Fournie(2013)) in the areas of non-Markovian stochastic control and of Quantitative Finance. It will also review the new numerical methods introduced to compute sensitivites in financial modeling using this functional calculus.
E-mail: d-AT-vidfournie.com
The symposium will go through the current state of research regarding applications of the recently introduced functional Ito calculus (Dupire(2009), Cont-Fournie(2010), Cont-Fournie(2013)) in the areas of non-Markovian stochastic control and of Quantitative Finance. It will also review the new numerical methods introduced to compute sensitivites in financial modeling using this functional calculus.
Other CFPs
- Symposium on Design and Analysis of Textile Composites
- Symposium on Applied Problems in Probability Theory and Mathematical Statistics Related to Modeling of Information Systems (APPT+MS)
- Symposium on Methodology and Technology for Data Analysis in Manufacturing System and Quality Engineering
- The 1st International Symposium on Computational Modelling and Numerical Methods in Laser-Materials Interactions
- Symposium on Engineering Problems of Plasticity
Last modified: 2013-11-10 14:05:46