Participation
The meeting will be open to graduate students and academics in mathematical sciences interested in the topics of the workshop. Participation of early career researchers, especially PhD students, is encouraged.
Organisers
This meeting is organised by the London Graduate School in Mathematical Finance (LGS), a consortium of mathematical finance groups of Imperial College London, King’s College London, London School of Economics, Birkbeck College, Brunel and UCL. Its main purpose is to provide a programme of advanced courses in mathematical finance for PhD students in the various groups.
Speakers
- Damiano Brigo (Imperial College London): Mathematical modelling of credit risk and counterparty risk
- Rama Cont (Imperial College London): Systemic risk: a challenge for mathematical modelling
- Alvaro Cartea and Andrea Macrina (University College London): Aspects of Algorithmic and High-Frequency Trading
- Ewan Kirk (Cantab Capital Partners LLP)
- Richard Martin (LongWood Capital): Risk and reward in momentum trading strategies
- Teemu Pennanen (Kings College, London): Risk management and contingent claim valuation in life insurance
- Ilya Sheynzon (London School of Economics): Quantitative modelling of market booms and crashes
- Dirk Tasche (Financial Services Authority): Risk measurement and quantitative risk management