New mathematical methods in finance and insurance

June 28—July 2, 2022

ORGANIZERS

New Mathematical Methods in Finance and Insurance is an ICM satellite that will be organized by Moscow School of Economics, Moscow State University, at Peterhof, St. Petersburg.

Description

The conference will cover mathematical tools and methods applied in finance, insurance, and risk management:

  • Game theory, including mean-field games,
  • Stochastic analysis and stochastic differential equations,
  • Stochastic control,
  • Optimal transport, including martingale optimal transport,
  • Deep neural networks and their applications to large dimensional problems.

The conference will feature plenary talks by leading experts in the field and shorter presentations by young researchers. Partial financial support will be offered to young scholars.

Thu Nov 18 2021 14:22:40 GMT+0300 (Moscow Standard Time)