Berlin-Princeton-Singapore Workshop on Quantitative Finance

29 Jun – 1 Jul 2015, Singapore

Registration has closed. Submission of contributed talks has closed.

This workshop is the second of a series of workshops with the aim of establishing a sustainable cooperation in the field of quantitative finance and risk management among the Humboldt University Berlin, Princeton University, and National University of Singapore. This workshop will be held at the National University of Singapore from June 29-July 1, 2015. By bringing together leading experts and junior researchers, the workshop will feature the latest developments in the field and provide an occasion for interaction and cooperation among participants. Organizing Committee:

• Rene CARMONA (Princeton University, USA)
• Min DAI (National University of Singapore, Singapore)
• Ulrich HORST (Humboldt-Universität zu Berlin, Germany)
• Steven KOU (National University of Singapore, Singapore)
• Ronnie SIRCAR (Princeton University, USA)
• Chao ZHOU (National University of Singapore, Singapore)

Group photo:

Speakers

• Randolf ALTMEYER (Humboldt-Universität zu Berlin, Germany)
• Cagin ARARAT (Princeton University, USA)
• Christian BAYER (Weierstrass Institute, Germany)
• Yuk Fung (Patrick) CHAN (Princeton University, USA)
• Chienmin CHUANG (Risk Management Institute, Singapore)
• Min DAI (National University of Singapore, Singapore)
• Yidong DONG (Princeton University, USA)
• Samuel DRAPEAU (Shanghai Jiao Tong University, China)
• Peter FRENTRUP (Humboldt-Universität zu Berlin, Germany)
• Patrick GE Pei (Singapore Exchange Limited, Singapore)
• Luis GONCALVES-PINTO (National University of Singapore, Singapore)
• Elise GOURIER (Princeton University, USA)
• Paulwin GRAEWE (Humboldt-Universität zu Berlin, Germany)
• Wolfgang Karl HÄRDLE (Humboldt-Universität zu Berlin, Germany)
• Ulrich HORST (Humboldt-Universität zu Berlin, Germany)
• Jussi KEPPO (National University of Singapore, Singapore)
• Steven KOU (National University of Singapore, Singapore)
• Marco MARCHIORO (QuantIsland, Singapore)
• Sergey NASEKIN (Humboldt-Universität zu Berlin, Germany)
• Jinniao QIU (Humboldt-Universität zu Berlin, Germany)
• John SCHOENMAKERS (Weierstrass Institute, Germany)
• Ronnie SIRCAR (Princeton University, USA)
• Stephan STURM (Worcester Polytechnic Institute, USA)
• Moritz VOSS (Technische Universität Berlin, Germany)
• Michael WOLF (University of Zurich, Switzerland)
• Chen YANG (National University of Singapore, Singapore)

 

Programme

Programme and Abstract  

Venue

• Block S17 level 3, LT34 National University of Singapore (Kent Ridge campus)

 

Organizing Committee

• Rene CARMONA (Princeton University, USA)
• Min DAI (National University of Singapore, Singapore)
• Ulrich HORST (Humboldt-Universität zu Berlin, Germany)
• Steven KOU (National University of Singapore, Singapore)
• Ronnie SIRCAR (Princeton University, USA)
• Chao ZHOU (National University of Singapore, Singapore)