Workshop on Stochastic Analysis & Finance
Workshop on Stochastic Analysis & Finance Department of Mathematics
City University of Hong Kong
Organizing Committee Presentation Slides
Sponsors Travel & Accommodation
Speakers About Hong Kong & CityU
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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