in Options 2021
R i O 2021
Research in Options 2021
Nov. 21 - Nov. 24, 2021
Description of the Research in Options 2021
During the period of November 21-24, 2021, we are organizing the event
"Research in Options: RiO 2021" in a virtual format.
The meeting will take place from 10AM till 4PM NY
Time (12NOON till 6PM in Rio de Janeiro).
This is the sixteenth edition of a highly
successful meeting that has been hosted by IMPA in the past and had
the presence of a large number of scientists, mathematicians, and
practitioners working on the interface of mathematics and finance.
This time around it will be hosted by FGV EMAp and the Math Department
at Khalifa University, UAE.
The use of sophisticated mathematical tools in financial engineering
ranging from partial differential equations to stochastic analysis and
numerical methods has been growing steadily during the past few
decades. On the one hand, the mathematical tools and results have
impacted the way financial phenomena are modeled and understood, and
how risk is assessed and managed. On the other hand, the financial
industry has been presenting a number of mathematical and
computational challenges to researchers.
This is the tenth conference hosted by LAMCA's group on Math Finance
on the subject. It is a follow up of the highly successful
previous editions. Each one had in its attendance about 100
participants evenly spread from academia and industry. This year we
will focus on different aspects of mathematical finance including (but
not limited to) option pricing, fixed income, volatility
trading, real options, commodities, algorithmic trading, portfolio and
Khalifa University, UAE & IMPA
Dep. de Matematica, UFF, Brazil
Bernard (Grenoble Ecole de Management)
Consigli (Khalifa University, Abu Dhabi)
Crepey (Universite de Paris, France)
(Univ. Paris 1 and CNRS, France)
Dupire (Bloomberg & New York University, USA)
Ernst Eberlein (Universitat Freiburg, Germany)
Fouque (University of California, USA)
Gatheral (Baruch College, USA)
De Genaro (FGV, Brazil)
Gobet (Ecole Polythechnique, France)
Martino Grasselli (Padova University, Italy
& Devinci Research CenterParis la Defense, France)
Grasselli (McMaster University, Canada)
Guyon (Bloomberg, USA)
Huge (Saxo Bank, Denmark)
Hughston (Goldsmiths University of London, UK)
you must register.
register, please follow this link.
you need a certificate, please also register HERE (in Portuguese only).
We are pleased to announce the special issue "Computational Mathematics
and Data Science Methods in Quantitative Finance" in the new open-access
of Computational Mathematics and Data Science
, with Jorge Zubelli.
Yuri Saporito and Vinicius Albani, serving as guest editors. For this
special issue, the publisher has waived all fees.
Submission: January 31, 2022.
Editorial acceptance: June 1,
More information on this
special issue: Click here.