Elisa Alòs (Universitat Pompeu Fabra, Catalunya)
Stefan Gerhold (TU Wien, Austria)



Mathematical Finance is a very active research area. Due to the
complexity of real market data, this area requires a great mathematical
effort, both from the analytical and from the computational point of
view. From one hand, financial modeling needs to develop complex
analytical methodologies related to stochastic models and stochastic
calculus. From the other side, high-level computational research is
needed in order to efficiently apply these analytical methodologies to
real market problems. The aim of this special session is to bring
together leading experts, including some from the younger generation, to
discuss recent developments.
Size: 3 time-slots.


List of speakers:


The Czech, Slovenian, Austrian, Slovak and Catalan Mathematical Societies invite all the participants to this joint meeting, focused on current research topics across several areas of Mathematics.

Plenary talks and special sessions have been selected by the scientific committee. We would like to thank the plenary speakers, the organisers of the special sessions, members of the scientific and local committees from the five societies involved and the mathematical community as a whole for their support to this joint meeting.


Societat Catalana de Matemàtiques
Institut d'Estudis Catalans
Carrer del Carme, 47
08001 Barcelona

Phone: +34 933 248 583