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2nd Edition  Conference

International Symposium on Partial Differential Equations & Stochastic Analysis in Mathematical Finance


International Symposium on Partial Differential Equations & Stochastic Analysis in Mathematical Finance aims to provide a platform for researchers worldwide, who are working in the area of financial mathematics to gather together and disseminate their latest research results, as well as to encourage young mathematicians to take up the challenges in this newly emerging and exciting area. The symposium topics including are PDE approach in finance, stochastic analysis in finance, Monte Carlo simulations, credit risk, jump risk, and liquidity risk, risk management, portfolio optimization, computational finance, volatility models.


Timings

09:00 AM-06:00 PM (expected)
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Entry Fees

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Participants

100 - 500
Delegates

10 - 50 Exhibitors Estimated Count

Category & Type

Conference
Banking & Finance

Editions

06 - 10 Jan 2020 Interested


Frequency Newly Listed

Official Links

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Organizer

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University of Wollongon Australia

21 events listed
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User Community [ Users who have shown interest for this Event ]

GoingEya Zougar

Eya Zougar

Phd Student at Faculty of science Monastir-Tunisia

Al-Qayrawan, Tunisia
Allen Teagle Hernandez

Allen Teagle Hernandez

Professor at California State University, Long Beach

Long Beach, United States
18.253000 109.512000

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Venue to be announced

Sanya, China

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