During the period of November 21-24, 2021, we are organizing the event "Research in Options: RiO 2021" in a virtual format. The meeting will take place from 10 AM till 4 PM NY Time (12NOON till 6 PM in Rio de Janeiro). This is the sixteenth edition of a highly successful meeting that has been hosted by IMPA in the past and had the presence of a large number of scientists, mathematicians, and practitioners working on the interface of mathematics and finance. This time around it will be hosted by FGV EMAp and the Math Department at Khalifa University, UAE. The use of sophisticated mathematical tools in financial engineering ranging from partial differential equations to stochastic analysis and numerical methods has been growing steadily during the past few decades. On the one hand, the mathematical tools and results have impacted the way financial phenomena are modeled and understood, and how risk is assessed and managed. On the other hand, the financial industry has been presenting a number of mathematical and computational challenges to researchers. This is the tenth conference hosted by LAMMCA's group on Math Finance on the subject. It is a follow up of the highly successful previous editions. Each one had in its attendance about 100 participants evenly spread from academia and industry. This year we will focus on different aspects of mathematical finance including (but not limited to) option pricing, fixed income, volatility trading, real options, commodities, algorithmic trading, portfolio and risk management.
Página oficial da atividade: http://mtm.ufsc.br/rio2021
Participante
Inscrições encerradas há mais de 2 anos (24/11/2021)