Stanford Engineering

The Fifth Western Conference on Mathematical Finance

The Fifth Western Conference on Mathematical Finance was held on May 10-11, 2013 at Stanford University. The conference showcased the recent and ongoing work of mid-career and junior faculty, as well as advanced graduate students, from several universities in the Western United States.

Scientific Committee:

Jean-Pierre Fouque, UCSB
Kay Giesecke, Stanford (Local Organizer)
Xin Guo, Berkeley (Local Organizer)
Jin Ma, USC
George Papanicolaou, Stanford
Thaleia Zariphopoulou, UT Austin

The program including presentation titles and abstracts can be downloaded here (link).

The Fifth Western Conference on Mathematical Finance
May 10-11, 2013
Stanford University

Friday, May 10
Center For Educational Research (CERAS) Building, Room 204

1:00-1:40 Gordan Zitkovic (UT)
1:40-2:20 Tomoyuki Ichiba (UCSB)
2:20-2:50 Coffee break
2:50-3:30 Rafael Mendoza (UT)
3:30-4:10 Andrew Papanicolaou (Princeton)
4:10-4:40 Coffee break
4:40-5:00 Justin Sirignano (Stanford)
5:00-5:20 Triet Pham (USC)
5:20-5:40 Bin Ren (UCSB)
5:40-6:00 Tzu-Wei Yang (Stanford)

Saturday, May 11
David Packard Building, Room 101

8:30-9:00 Breakfast
9:00-10:00 Shige Peng (Shandong)
10:00-10:40 Mihai Sirbu (UT)
10:40-11:10 Coffee break
11:10-11:50 Jianfeng Zhang (USC)
11:50-12:30 Stathis Tompaidis (UT)
12:30-2:00 Lunch break
2:00-2:40 Alexandra Chronopoulou (UCSB)
2:40-3:20 Oleksii Mostovyi (UT)
3:20-3:50 Coffee break
3:50-4:10 Ibrahim Ekren (USC)
4:10-4:30 Ruan Zhao (Berkeley)
4:30-4:50 Yuri Saporito (UCSB)
4:50-5:10 Kelly Choi (Berkeley)