Themes

  • - Pricing and Hedging of Derivatives
  • - Credit Risk Modeling
  • - Stochastic Partial Differential Equations & Applications in Finance
  • - Stochastic Control and Optimization
  • - Financial Economics and Behavioral Finance
  • - High Frequency Trading
  • - Systemic Risk and Financial Stability
  • - Market Liquidity
  • - Stochastic Volatility Models and Jump Processes
  • - Dynamic Games & Equilibrium Models
  • - Energy Markets, Commodity Markets and Emissions Trading
  • - Interest Rate Modelling
  • - Stochastic Analysis
  • - Robust Estimation
  • - Commodity Prices and Volatility
  • - Financial Econometric Models
  • - Quantitative Risk Management
  • - Monte Carlo Methods in Finance/Computational Methods in Finance
  • - Stochastic Methods in Insurance
  • - Modern Applied Statistics: Data Mining