Organisers: MHA Davis (Imperial), SD Hodges (Warwick), I Karatzas (Columbia), LCG Rogers (Bath)
The programme will comprise visits by many leading academics from the various subjects nowadays involved in the theory and practice of finance, and visits by interested practitioners.
There will be two full-scale meetings during the 6 months, the first (supported by the EC) at the beginning of January, designed to introduce themes from mathematical finance to those who have not previously specialised in it, and the second (supported by the Bank of England) in May-June, to present recent developments in the subject.
Besides this, there will be a practitioners' workshop at the end of March, and a range of one- or two-week special emphases on specific topics, where attention will be focused on specific problems. Running throughout the six months there will be seminar afternoons on Fridays, approximately once every fortnight.
But the most unusual and exciting feature of the programmes at the Newton Institute is that for a prolonged period, many of the world's top people in the subject will be gathered together and interacting, discussing and hopefully solving problems, holding seminars, and generally advancing understanding of the whole area.
Professor Stan Pliska has been offered and has accepted a Prudential Distinguished Visiting Fellowship and will be in Cambridge for the whole programme.
The following are expected to participate in the programme:
K Aase, Y Ait-Sahalia, P Artzner, S Babbs, A Bensoussan, A Bick, T Bjork, P P Boyle, M Bray, M Brennan, H Buhlmann, A Cadenillas, T M Cover, M Crouhy, J Cvitanic, A Dassios, M Davis, F Delbaen, M Dempster, J Detemple, J-C Duan, D Duffie, D Dufresne, B Dumas, P Dybvig, E Eberlein, R J Elliott, P Embrechts, L P Foldes, H Follmer, H Geman, E Ghysels, G S Goodman, P Gottardi, C Gourieroux, F Hahn, A Harvey, D Heath, D G Hobson, S D Hodges, S D Howison, G Huberman, S Jacka, I Karatzas, T Kariya, D Kennedy, P E Kopp, R Korn, D Kramkov, P Kyle, P Lakner, D Lamberton, B Lapeyre, J P Lehoczky, D Lovatt, T Lyons, D B Madan, A Melino, A V Melnikov, M Musiela, A Neuberger, B Oksendal, W Perraudin, E Platen, S Pliska, S Rady, E Renault, H R Richardson, G Roberts, L C G Rogers, W Runggaldier, S E Satchell, W Schachermeyer, J Scheinkman, M Schweizer, L O Scott, M J P Selby, H Shirakawa, A Shiryaev, S Shreve, J Steeley, C Stricker, A Sulem, S M Sundaresan, E Tabakis, D Talay, M Taqqu, S J Taylor, J Vecer, T Vorst, N Webber, W Willinger, P Wilmott, W Zame, T Zariphopoulou, W T Ziemba.
Subscribe for the latest updates on events and news
INI is a creative collaborative space which is occupied by up to fifty-five mathematical scientists at any one time (and many more when there is a workshop). Some of them may not have met before and others may not realise the relevance of other research to their own work.
INI is especially important as a forum where early-career researchers meet senior colleagues and form networks that last a lifetime.
Here you can learn about all activities past, present and future, watch live seminars and submit your own proposals for research programmes.
Within this section of the website you should find all the information required to arrange and plan your visit to the Institute. If you have any further questions, or are unable to find the information you require, please get in touch with the relevant staff member or our Reception team via our contact pages.
INI and its programme participants produce a range of publications to communicate information about activities and events, publish research outcomes, and document case studies which are written for a non-technical audience. You will find access to them all in this section.
The Isaac Newton Institute aims to maximise the benefit of its scientific programmes to the UK mathematical science community in a variety of ways.
Whether spreading research opportunities through its network of correspondents, offering summer schools to early career researchers, or hosting public-facing lectures through events such as the Cambridge Festival, there is always a great deal of activity to catch up on.
Find out about all of these endeavours in this section of the site.
There are various ways to keep up-to-date with current events and happenings at the Isaac Newton Institute. As detailed via the menu links within this section, our output covers social media streams, news articles, a regular podcast series, an online newsletter, and more detailed documents produced throughout the year.
“A world famous place for research in the mathematical sciences with a reputation for efficient management and a warm welcome for visitors”
The Isaac Newton Institute is a national and international visitor research institute. It runs research programmes on selected themes in mathematics and the mathematical sciences with applications over a wide range of science and technology. It attracts leading mathematical scientists from the UK and overseas to interact in research over an extended period.
INI has a vital national role, building on many strengths that already exist in UK universities, aiming to generate a new vitality through stimulating and nurturing research throughout the country.During each scientific programme new collaborations are made and ideas and expertise are exchanged and catalysed through lectures, seminars and informal interaction, which the INI building has been designed specifically to encourage.
For INI’s knowledge exchange arm, please see the Newton Gateway to Mathematics.
The Institute depends upon donations, as well as research grants, to support the world class research undertaken by participants in its programmes.
Fundraising activities are supported by a Development Board comprising leading figures in academia, industry and commerce.
Visit this section to learn more about how you could play a part in supporting INI’s groundbreaking research.
In this section you can find contact information, staff lists, maps and details of how to find INI’s main building in Cambridge.
Our administrative staff can help you with any queries regarding a prospective or planned visit. If you would like to discuss a proposed a research programme or other event, our senior management team will be happy to help.