Second Purdue Minisymposium on Financial Mathematics; April 15-16, 2005; West Lafayette, IN

第二届普渡大学金融数学小型研讨会；

• 批准号: 0512166
• 负责人: Frederi Viens
• 金额: $ 0.75万
• 依托单位: Purdue University
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2005
• 资助国家: 美国
• 起止时间: 2005-04-01 至 2005-12-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=0512166&HistoricalAwards=false
• 关键词: Second; Purdue; Minisymposium; Financial; Mathematics

This proposal requests funds to support the Second Purdue Minisymposium onFinancial Mathematics, to be held on April 15-16, 2005. A first editionwas held at Purdue University on April 3, 2003, gathering 40 participants.The planned format for this short conference includes: one afternoon onemorning, with expected attendance 60 to 80 participants; three maininvited one-hour talks, full travel reimbursement for these seniorspeakers, 6 invited 25-minute talks, with partial travel reimbursement for3 junior speakers; modest funds for coffee breaks, and one conferencedinner for invited speakers; partial travel reimbursement for 7 Ph.D.students or postdoctoral scholars (people who obtained their Ph.D. no morethan 3 years ago), and the possibility to present their work in a postersession. The three main speakers will be important researchers inquantitative finance, known for their world-class work in both theoreticalfinancial mathematics and applied quantitative finance. The P.I.'sscientific motivation for the conference includes exposing theparticipants to an array of cutting-edge research topics in financialmathematics, including stochastic volatility in option pricing, Americanoptions, stochastic control and portfolio optimization under partialinformation, interacting particle methods in finance, Monte-Carlofinancial simulation techniques.The proposed conference on Financial Mathematics at Purdue University willprovide evidence to the participants that the interaction between Financeand Mathematics is bidirectional: beyond receiving answers to its appliedquestions, Finance provides great problems for probability theory,statistical science, and applied mathematics, motivates the development ofnew tools of intrinsic mathematical interest, and helps mold and improvethe image and the purpose of Mathematics with the general non-scientificpublic. The conference will create an opportunity for the education ofgraduate students and beginning researchers with an interest inquantitative finance, by bringing local Purdue students in contact withlike-minded peers from other academic institutions, by providing rolemodels -- the main speakers, and by inspiring and uncovering possible newresearch topics. The P.I. will encourage underrepresented minorities toparticipate in the conference, and will target such groups for financialsupport by selecting invited speakers and supported graduate andpostdoctoral participants appropriately.

该提案要求资金支持2005年4月15日至16日举行的第二个普渡大学迷你典政上的金融数学。三个小时的一小时谈话，这些老年言论的全部旅行报销，6个邀请了25分钟的会谈，其中有3个初级扬声器的部分旅行报销；咖啡休息的适度资金，以及一位会议的邀请演讲者；部分旅行报销获得了7个博士学位或博士后学者（3年前获得博士学位的人），并且有可能在海报中介绍他们的作品。 这三位主说话者将是重要的研究人员询问金融，以其在理论上的数学和应用定量金融方面的世界一流工作而闻名。会议的P.I.SSCIENTIC动机包括将参与者暴露于金融关系中的一系列尖端研究主题，包括期权定价，AmericalOptions，AmericalOptions，随机控制，随机控制和组合优化的随机波动性，在部分信息中进行了局限性，在财务上相互作用的粒子，旨在辅助，拟议学量及其辅助技术。将向参与者提供证据表明，资金数学之间的相互作用是双向的：除了接收其应用程序的答案之外，财务还为概率理论，统计科学和应用数学提供了很大的问题，它激发了努力的工具的发展工具，并有助于与数学上的数学兴趣，并有助于塑造和即兴地与数学不合理的塑造和即兴创作数学的目的。该会议将通过使当地的普渡大学学生与其他学术机构的同伴联系，通过提供Rolemodels（主要发言人），并鼓舞和启发和揭露可能的新研究主题，从而为研究生的教育和以兴趣询问融资的兴趣创造机会。 P.I.将鼓励代表性不足的少数族裔在会议上占主导地位，并通过选择受邀的演讲者和支持的毕业生和PostDoctoral参与者来针对财务支持。