The 2nd International Symposium on Partial Differential Equations & Stochastic Analysis in Mathematical Finance

2020-01-06 ~ 2020-01-10 1859


Synopsis and Organizers 

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. This symposium 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 area.  There will be 4 keynote speakers and 4 invited speakers:

Keynote speakers:

Professor Peter Carr (New York University, USA)
Professor Min Dai (National University of Singapore, Singapore)
Professor Cornelis Oosterlee (Delft University of Technology, Netherlands)
Professor Liuren Wu (City University of New York, USA)

Invited speakers:
Professor Marek Rutkowski (University of Sydney, Australia)
Professor Hoi-Ying Wong (Chinese University of Hong Kong, Hong Kong, China)
Professor Lijun Bo (University of Science and Technology of China, China)
Professor Jun Sekine (University of Osaka, Japan)

Professor Song-Ping Zhu (University of Wollongong, Australia)
Professor Jingtang Ma (Southwestern University of Finance and Economics, China)
Professor Yuecai Han (Jilin University, China)

For more details, please check the conference website at



Official program

official program.pdf

Group Photos