Schedule for Oxford-Princeton Workshop on Stochastic Analysis and Mathematical Finance

 

Venue: Oxford-Man Institute of Quantitative Finance, Eagle House, Walton Well Road, Oxford, OX2 6ED

 

Friday 14 October

8.30-9 Registration and Coffee

9-9.05 Opening remarks

9.05-9.45 Mete Soner, Princeton

9.50-10.30 Thaleia Zariphopoulou, University of Texas, Austin

10.30-11 Coffee

11-11.40 Rene Carmona, Princeton

11.45-12.25 Rama Cont, Oxford

12.30-2 Lunch

2-2.40 Huining Yang, Princeton

2.45-3.05 Valentin Tissot-Daguette, Princeton

3.10-3.30 Alain Rossier, Oxford

3.30-4 Coffee

4-4.40 Harald Oberhauser, Oxford

4.45-5.25 Johannes Muhle-Karbe, Imperial

Drinks reception

Workshop dinner

 

Saturday 15 October

8.30-9 Coffee

9-9.40 Justin Sirignano, Oxford

9.45-10.25 Emma Hubert, Princeton

10.25-11 Coffee

11-11.40 Sam Cohen, Oxford

11.45-12.05 Deqing Jiang, Oxford

12.10-12.30 Jonathan Tam, Oxford

12.30-1.30 Lunch

1.30-1.50 Claire Zeng, Princeton

1.55-2.15 Nikolas Michael, Oxford

2.20-3.00 Blanka Horvath, Oxford

3.00-3.20 Coffee

3.20-4.00 Anran Hu, Oxford

4.00-4.40 Ronnie Sircar, Princeton

4.40-4.45 Closing remarks