The Workshop on
Stochastic Analysis & Finance will
be held during June 29 - July 3, 2009
at City University of Hong Kong. It
is organized in connection with
research and teaching activities in
mathematics for finance and
actuarial science at the Department
of Mathematics. The workshop aims to
foster communication and
dissemination of recent results
among researchers in stochastic
analysis and mathematical finance
with the following topics:
▪ Stochastic analysis
▪ Stochastic differential equations
▪ Credit risk
▪ Optimal control and investment
▪ Calibration and numerical methods
|