金融数学微分方程和随机分析研讨会

2014-07-12 ~ 2014-07-16 1072

Synopsis and Organizers

To advance mathematics research worldwide and to elevate the research and academic level of the young scholars, Prof. S. T. Yau of the Harvard University has initiated the establishment of the first international mathematics conference centre, the Tsinghua Sanya International Mathematics Forum (TSIMF), which has received strong support from Tsinghua University, the Hainan Provincial Government, as well as the Sanya City Government. The 140-acre TSIMF conference venue is an ideal place for mathematicians to meet, exchange research ideas and collaboratively work on some commonly interested problems.

Financial mathematics is a newly emerging area, in which mathematics can be beautifully applied to quantify some activities that were traditionally not quantifiable. These include, but are not limited to, pricing financial derivatives, risk management, hedging and insurance. An important tool in quantitative finance is the use of Partial Differential Equations (PDEs) as many quantitative finance problems need to be eventually dealt with by means of Partial Differential Equations, either analytically or numerically.

It is the intention of the three members of the organizing committee of this conference to organize this symposium with a focus on the PDE approaches in finance. All three co-chairs have established an international reputation, through their own research in this area and thus it is envisaged that they should be able attract the most well-known researchers in the world to this conference to give plenary speeches and enhance the professional level of the conference.

For detailed information, please visit:http://eis.uow.edu.au/smas/financial-maths-symposium/index.html

Organizers

Name University
Organizer
Song-Ping Zhu University of Wollongong, Australia
Carl Chiarella University of Technology Sydney, Australia
Xiaoqun Wang Tsinghua University, China

Local Organizing Committee

Zong-Xia Liang (Chair) Tsinghua University, China
Jin Liang Tongji University, China
Jing-Tang Ma Southwestern University of Finance and Economics, China
Xiao-Song Qian Soochow University, China
Wei-Xing Wu University of International Business and Economics, China
Cheng-Long Xu Tongji University, China
Mei Yu University of International Business and Economics, China
Rong-Xi Zhou Beijing University of Chemical Technology, China

Participants

Nan Chen The Chinese University of Hong Kong
Shu-Min Chen Guangdong University of Technology
Wenting Chen University of Wollongong
Shiu-Yuen Cheng Tsinghua University
Carl Chiarella University of Technology Sydney, Australia
Hong-Xia Dai Southwestern University of Finance and Economics
Min Dai National University of Singapore
Jun Deng University of International Business and Economics
Zui-Cha Deng Lanzhou Jiaotong University
Robert James Elliott University of Calgary
Jie-Yen Fan Monash University
Sheng Fan Southwestern University Of Finance And Economics, Chengdu
Peter Allan Forsyth University of Waterloo
David Yang Gao Australian National University
Hua-Ying Guo Tongji university
Fu-Dong He University of Wollongong, Australia
Xin-Jiang He Donghua University
Jie-Xiang Huang Southwestern University Of Finance And Economics, Chengdu
Wen-Bin Hu Zhejiang University
KyuHwan Jang Yonsei University, Korea
Boda Kang University of York
Yong-Zeng Lai Wilfrid Laurier University
Nhat-Tan Le University of Wollongong
Minku Lee Sungkyunkwan University, Korea
Guillaume Leduc American University Of Sharjah
Sergey Levendorskiy University of Leicester
Shou-Mei Li Beijing University of Technology
Zhong-Ping Li China West Normal University
Peng Li North China University of Water Conservancy and Electric Power
Wei-Ran Lin Zhejiang University City College
Guang-Hua Lian University of South Australia
Jin Liang Tongji University, China
Ji-Jun Liu Southeast University
Ke-Ying Liu North China University of Water Conservancy and Electric Power
Zhi Liu University of Macau
Jing-Tang Ma Southwestern University of Finance and Economics, China
Hui Mi University of Science and Technology of China
Chi-Seng Pun The Chinese University of Hong Kong
Xiao-Song Qian Soochow University, Suzhou
Christoph Reisinger Oxford University
Marianito Rocha Rodrigo University of Wollongong
Ning Ruan Federation University, Australia
Xin-Feng Ruan Southwestern University Of Finance And Economics, Chengdu
Sanae Rujivan Walailak University
Olivier Scaillet GFRI, University of Geneva
Simona Sanfelici University of Parma
Chi-Chung Siu University of Technology, Sydney
Hai-Bin Wang Southeast University
Wen-Fei Wang University of Macau
Zhi-Liang Wang North China University of Water Conservancy and Electric Power
Yuan Wu Tongji University
Li-Xin Wu Hong Kong University of Science and Technology
Hoi-Ying Wong Chinese University of Hong Kong
Jian-Ming Xia Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Kai-Li Xiang Southwestern University of Finance and Economics
Ya-Jun Xiao University of Technology, Sydney
Hai-Bin Xie University of International Business and Economics
Cheng-Long Xu Tongji University
Liang-Bin Xu University of Wollongong, Australia
Xiang Xu Zhejiang University
Liu Yang Lanzhou Jiaotong University
Xi-Sheng Yu Southwestern University of Finance and Economics
Qiang Zhang Beijing University of Chemical Technology
Fang Zhang Nankai University
Guang-Xin Jiang Tongji University
Xiang-Chen Zeng Jilin University
Yan Zeng Sun Yat-sen University
Ling Zhang Guangdong University of Finance
Li-Wei Zhang Jilin University
Jun-Fei Zhang Beijing University of Technology
Song-Ping Zhu University of Wollongong, Australia
Wen-Li Zhu Southwestern University of Finance and Economics
Zi-Li Zhu CSIRO, Australia
Endah Rokhmati Merdika Putri Sepuluh Nopember Institut of Technology, University of Wollongong, NSW, Australia