Minisymposium (ID: SS-MFMCR)

Mathematical Finance - Modeling, Computation and Risk Management

Joe Campolieti (WLU, Waterloo), Adam Metzler (WLU, Waterloo)

This minisymposium covers a diverse range of topics in contemporary financial mathematics. This could include, but is not necessarily limited to, credit risk, pricing and hedging exotic derivatives, correlation modeling, numerical methods for PDE/PIDE problems in finance, simulation methods in finance, energy derivatives, market microstructure and problems in financial regulation.

Please note the ID code assigned to your presentation (identical to the ID code of your accepted abstract). It is required for submitting your paper for the AMMCS-2017 Proceedings. Submission is not mandatory. All submitted papers will be refereed and only accepted papers will be published in the AMMCS-2017 Proceedings.

If you intend to submit your paper, please go to the AMMCS-2017 Proceedings Page. Follow exactly the Author Instructions accessible from that page.