European Summer School in Financial Mathematics
The European Summer School in Financial Mathematics aims at bringing together talented young researchers in mathematical finance.
For its seventh anniversary, the European Summer School in Financial Mathematics will be held in Oxford.
The Summer School is centred around two advanced courses: 1.) Stochastic Differential Games and Financial applications and 2.) the Quantile Approach to Behavioural Portfolio Selection and Asset Pricing. There will also be a New Challenges, New Methodologies day with a mini-course and two invited talks. Student seminars and discussion sessions will allow participants to engage with and discuss current research in mathematical finance.
One of the aims of the Summer School is to encourage active cooperation and collaboration in mathematical finance among European institutions. We very much count on the members of the Scientific Committee for their support in achieving this aim.
This school is co-funded through the Oxford-Man Institute of Quantitative Finance and belongs to the series of the EMS Applied Mathematics schools. We gratefully acknowledge the support of the Nomura Centre for Mathematical Finance and the French Federation of Banks (Fédération Bancaire Française).