Advances in Mathematical Finance and Optimal Transport

POSTPONED TO 2022

22 June 2020 - 26 June 2020

Aims and Research Directions
Scientific Committee
Organizing Committee
List of Participants
Invited Speakers
Timetable
Financial Support
Registration
Documents

Aims

We aim to bring together an interdisciplinary group of leading researches with interest in Mathematical Finance and related fields. Particular emphasis will be given to Robust Finance, the pathwise approach to Wasserstein geometry and Otto calculus, non-classical approaches to Portfolio Optimization, and Mathematical Economics. This conference will provide the perfect platform to exchange on most recent exciting developments in all mentioned fields, thanks to the panel of speakers and to the time offered for discussions and interactions.

The workshop is partially supported by ETH, Zuerich and Vienna University.