Rome workshop on stochastic and partial differential equation methods in finance and economics

A two-day workshop will explore Stochastic and PDE (Partial Differential Equations) Methods in Economics and Finance, with a focus on the more quantitative aspects.

In particular, emphasis will be given to mathematical questions, motivated by problems in economics and finance, that can be treated by methods of stochastic analysis and of the theory of partial differential equations.

The intended format of the workshop for the experienced researchers is to give a broad perspective on several areas of research, discussing also current developments and, potentially, major open problems.

Doctoral students will also have the opportunity to present their work in short talks and poster sessions.

The participation of PhD students will be highly encouraged, both from UCL as well as from all Universities in Rome. The workshop is free of charge and open to anyone.

In partnership with Luiss Guido Carli.