1709

Mathematics of Quantitative Finance

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DOI
10.14760/OWR-2017-13
Publisher's DOI
10.4171/OWR/2017/13
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Workshop
1709
Period
26 Feb - 04 Mar 2017
Abstract
The workshop on Mathematics of Quantitative Finance, organised at the Mathematisches Forschungsinstitut Oberwolfach from 26 February to 4 March 2017, focused on cutting edge areas of mathematical finance, with an emphasis on the applicability of the new techniques and models presented by the participants.
Mathematics Subject Classification (MSC)
34 • 60 • 91
Report
Workshop Report 2017,13
Organizers
Peter Friz, Berlin; Antoine Jacquier, London; Josef Teichmann, Zürich
EMS Reference
Friz Peter, Jacquier Antoine, Teichmann Josef: Mathematics of Quantitative Finance. Oberwolfach Rep. 14 (2017), 683-769. doi: 10.4171/OWR/2017/13
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