CRM: Centro De Giorgi
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Advances in Mathematical Finance and Optimal Transport

Partially supported by: ETH Z├╝rich, University of Vienna and Austrian Science Fund (FWF), START grant Y782 and Y1235

27 June 2022 - 30 June 2022

Aims

This workshop brings together an interdisciplinary group of leading researchers 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 a 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.

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