{"id":825,"date":"2023-06-26T21:50:05","date_gmt":"2023-06-26T21:50:05","guid":{"rendered":"https:\/\/dornsife.usc.edu\/mathematical-finance\/?page_id=825"},"modified":"2024-06-11T20:54:39","modified_gmt":"2024-06-11T20:54:39","slug":"the-4th-western-conference-on-mathematical-finance","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/mathematical-finance\/the-4th-western-conference-on-mathematical-finance\/","title":{"rendered":"The 4th Western Conference On Mathematical Finance"},"content":{"rendered":"\n\n  \n    \n\n\n\n\n\n\n<div\n  class=\"cc--component-container cc--rich-text \"\n\n  \n  \n  \n  \n  \n  \n  >\n  <div class=\"c--component c--rich-text\"\n    \n      >\n\n    \n      \n<div class=\"f--field f--wysiwyg\">\n\n    \n  <h5>June 6, 2011 &#8211; June 7, 2011<\/h5>\n<div id=\"main_wrapper_outer\">\n<div id=\"main_wrapper_inner\">\n<div class=\"center_wrapper\">\n<div id=\"main\" class=\"left\">\n<div id=\"main_content\">\n<div class=\"post\">\n<div class=\"post_title\">\n<h2>Conference<\/h2>\n<\/div>\n<div class=\"post_body\">\n<figure style=\"width: 500px\" class=\"wp-caption alignnone\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/wp-content\/uploads\/sites\/99\/2023\/10\/DowntownNightMF_000.jpg\" alt=\"The 4th Western Conference on Mathematical Finance\" width=\"500\" height=\"376\" \/><figcaption class=\"wp-caption-text\">The 4th Western Conference on Mathematical Finance<\/figcaption><\/figure>\n<p align=\"justify\">The Financial Mathematics community has successfully established several series of major international conferences. These include, for example, the biennial SIAM Financial Mathematics and Engineering conference organized by the SIAM Activity Group on Financial Mathematics, and the biennial World Congress of the Bachelier Finance Society. The Western Conference on Mathematical Finance (WCMF) continues a recently established tradition aiming to complement these events by emphasizing, geographically, Western United States. The first WCMF was held at Stanford University in 2007, followed by University of Texas at Austin in 2008<a href=\"https:\/\/web.archive.org\/web\/20170407211014\/http:\/\/www.ma.utexas.edu\/wcmf\/speakers.php\">,<\/a>\u00a0and University of Califoria at Santa Barbara in 2009. The University of Southern California Mathematical Finance program is proud to serve as the host for the 2011 conference.<\/p>\n<p>The objective of the conference is to present recent work in the cutting-edge topics of Financial Mathematics and related fields of Stochastic Analysis, Applied Probability and Statistics. The specific topics that are expected to be represented in the conference include, but are not limited to:<\/p>\n<ul>\n<li>Modeling of liquidity in financial markets<\/li>\n<li>Dynamic risk measures and financial regulation<\/li>\n<li>Nonlinear pricing in less developed and &#8220;young&#8221; markets<\/li>\n<li>Equilibrium properties in markets with heterogeneous agents<\/li>\n<li>Analysis of high-frequency financial data<\/li>\n<li>Modeling of limit order and electronic market and high frequency trading<\/li>\n<li>Finding optimal contracts for compensation of managers and executives<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<div class=\"post\">\n<div class=\"post_title\">\n<h2>Information<\/h2>\n<\/div>\n<div class=\"post_body\">\n<p align=\"justify\">The Symposium will feature two keynote speakers and several invited speakers. All invited addresses are scheduled for 45 minutes each, and there will also be some shorter presentations for junior researchers\/graduate students. For details see conference\u00a0<em>Schedule<\/em>.<br \/>\nThe two keynote speakers are:<\/p>\n<ul>\n<li>Nicole El Karoui (Universite Paris VI, France)<\/li>\n<li>George Papanicolau (Stanford University, USA)<\/li>\n<\/ul>\n<p>The conference will be followed immediately by the\u00a0<em><strong>6th Symposium on Backward SDEs and Applications<\/strong>,<\/em>\u00a0which will be held at USC on June 8-10, 2011.<\/p>\n<p><strong>IMPORTANT DEADLINES<\/strong><\/p>\n<p><strong>Registration:\u00a0March 1st, 2011<\/strong><\/p>\n<p><strong>Hotel Reservation (group rate):\u00a0TBA<\/strong><\/p>\n<\/div>\n<\/div>\n<div class=\"post\">\n<div class=\"post_title\">\n<h2>Organizing and Scientific Committee<\/h2>\n<\/div>\n<div class=\"post_body\"><strong><em>Scientific Committee:<\/em><\/strong><\/p>\n<ul>\n<li>Jean-Pierre Fouque, UCSB<\/li>\n<li>Kay Giesecke, Stanford University<\/li>\n<li>Xin Guo, UC Berkeley<\/li>\n<li>George Papanicolaou, Stanford University<\/li>\n<li>Thaleia Zariphopoulou, UT Austin and Oxford U.<\/li>\n<\/ul>\n<p><strong><em>Local Organizers:<\/em><\/strong><\/p>\n<ul>\n<li>Jin Ma, USC<\/li>\n<li>Jianfeng Zhang, USC<\/li>\n<li>Jaksa Cvitanic, Caltech<\/li>\n<li>Amy Yung, USC<\/li>\n<li>Nicole Jamison, USC<\/li>\n<\/ul>\n<p><strong><em>Contact Person<\/em><\/strong>:<\/p>\n<ul>\n<li>Nicole Jamison<\/li>\n<\/ul>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<div id=\"sidebar\" class=\"right\">\n<div id=\"sidebar_content\">\n<div class=\"box\">\n<h2 class=\"box_title\">About<\/h2>\n<div class=\"box_content\">\n<div align=\"left\">The WCMF conference and BSDE conference will take place back-to-back over \ufb01ve days and will involve about a hundred researchers and graduate students. The main objectives are to bring together researchers from Western U.S. who work in the areas of \ufb01nancial mathematics, insurance and statistics, as well as international researchers in the \ufb01eld of Backward Stochastic Differential Equations (BSDEs) and Stochastic Analysis to present their recent work, initiate new projects and discuss promising and desirable avenues for new breakthroughs.<\/div>\n<\/div>\n<\/div>\n<div class=\"box\">\n<h2 class=\"box_title\">Gallery<\/h2>\n<div class=\"box_content\">\n<div class=\"thumbnails\">\n<p><img loading=\"lazy\" decoding=\"async\" title=\"Tommy Trojan\" src=\"https:\/\/web.archive.org\/web\/20170407211014im_\/http:\/\/farm5.static.flickr.com\/4078\/4772493774_c4355fb998_s.jpg\" alt=\"Tommy Trojan\" width=\"75\" height=\"75\" \/>\u00a0<img loading=\"lazy\" decoding=\"async\" title=\"Bovard Administration Building\" src=\"https:\/\/web.archive.org\/web\/20170407211014im_\/http:\/\/farm5.static.flickr.com\/4102\/4743881081_59360cbb4c_s.jpg\" alt=\"Bovard Administration Building\" width=\"75\" height=\"75\" \/><img loading=\"lazy\" decoding=\"async\" title=\"The Spirit of Troy\" src=\"https:\/\/web.archive.org\/web\/20170407211014im_\/http:\/\/farm5.static.flickr.com\/4115\/4772239787_60326ebd44_s.jpg\" alt=\"The Spirit of Troy\" width=\"75\" height=\"75\" \/>\u00a0<img loading=\"lazy\" decoding=\"async\" title=\"McCarthy Quad on Game Day\" src=\"https:\/\/web.archive.org\/web\/20170407211014im_\/http:\/\/farm5.static.flickr.com\/4098\/4744103876_f5f8fcef4e_s.jpg\" alt=\"McCarthy Quad on Game Day\" width=\"75\" height=\"75\" \/>\u00a0<img loading=\"lazy\" decoding=\"async\" title=\"Downtown Los Angeles Skyline\" src=\"https:\/\/web.archive.org\/web\/20170407211014im_\/http:\/\/farm5.static.flickr.com\/4077\/4743466257_816f892af7_s.jpg\" alt=\"Downtown Los Angeles Skyline\" width=\"75\" height=\"75\" \/>\u00a0<img loading=\"lazy\" decoding=\"async\" title=\"Von KleinSmid Center Flags\" src=\"https:\/\/web.archive.org\/web\/20170407211014im_\/http:\/\/farm5.static.flickr.com\/4096\/4743992087_da01dbc806_s.jpg\" alt=\"Von KleinSmid Center Flags\" width=\"75\" height=\"75\" \/><\/p>\n<div class=\"clearer\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<div class=\"box\">\n<h2 class=\"box_title\">Resources<\/h2>\n<div class=\"box_content\">\n<p><strong>Campus Map for Conference<\/strong><\/p>\n<p><a href=\"https:\/\/www.lalive.com\/visitor-center\">Experience LA Live<\/a><\/p>\n<p><a href=\"https:\/\/www.lalive.com\/visitor-center\/key-addresses\/\">Map of LA Live<\/a><\/p>\n<p>Accommodation Information<\/p>\n<p>USC &#8211; Places to eat<\/p>\n<p>Activities in Los Angeles and Southern California<\/p>\n<p><a href=\"https:\/\/dps.usc.edu\/\">USC Department of Public Safety<\/a><\/p>\n<p><a href=\"http:\/\/www.ladottransit.com\/dash\/index.html\">Dash Schedule &#8211; Downtown<\/a><\/p>\n<p><a href=\"https:\/\/transnet.usc.edu\/\">Public Transit &#8211; Metro &#8211; Routes Serving USC<\/a><\/p>\n<\/div>\n<\/div>\n<\/div>\n<\/div>\n<div class=\"clearer\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<div id=\"dashboard\">\n<div id=\"dashboard_content\">\n<div class=\"center_wrapper\">\n<div class=\"col3 left\">\n<div class=\"col3_content\">\n<h4>Links<\/h4>\n<ul>\n<li><a title=\"USC\" href=\"https:\/\/www.usc.edu\/\" target=\"_blank\" rel=\"noopener\">University of Southern California<\/a><\/li>\n<li><a title=\"USC - College\" href=\"https:\/\/dornsife.usc.edu\/\" target=\"_blank\" rel=\"noopener\">USC &#8211; College of Letters, Arts and Science<\/a><\/li>\n<li><a title=\"USC - Math\" href=\"https:\/\/dornsife.usc.edu\/mathematics\/\" target=\"_blank\" rel=\"noopener\">USC &#8211; Math Department<\/a><\/li>\n<li><a href=\"https:\/\/dornsife.usc.edu\/mathematical-finance\/\">USC &#8211; Math Finance Program<\/a><\/li>\n<\/ul>\n<\/div>\n<\/div>\n<div class=\"col3mid left\">\n<div class=\"col3_content\">\n<h4>Additional Info<\/h4>\n<ul>\n<li><a href=\"http:\/\/www-bcf.usc.edu\/~njamison\/conference\/contactus.html\">Contact Information<\/a><\/li>\n<\/ul>\n<\/div>\n<\/div>\n<div class=\"clearer\"><\/div>\n<div class=\"clearer\"><\/div>\n<\/div>\n<\/div>\n<\/div>\n<div id=\"footer\">\n<div class=\"center_wrapper\">\n<div class=\"left\">\u00a9 2011<\/div>\n<div class=\"right\"><a href=\"https:\/\/templates.arcsin.se\/\">Website template<\/a>\u00a0by\u00a0<a href=\"https:\/\/arcsin.se\/\">Arcsin<\/a><\/div>\n<\/div>\n<\/div>\n\n\n\n<\/div>\n\n\n  <\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":370,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-825","page","type-page","status-publish","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.1.1 - 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