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The PIMS Summer School 2016 in Mathematical Finance takes place from June 25 to July 6, 2016 at the University of Alberta in Edmonton, Canada.

Lecture abstracts can be found here and a timetable is available here.

The summer school has two themes with the following speakers:

1. Informational and Imperfect Financial Markets (June 25 to June 29) with Romuald Elie (Université Paris-Est Marne-la-Vallée)Marek Rutkowski (University of Sydney)Agnès Sulem (INRIA Paris-Rocquencourt), and Thaleia Zariphopoulou (University of Texas at Austin). The first part takes place parallel to the CAIMS Annual Meeting.
2. Market Microstructure and Algorithmic Trading (July 3 to July 6) with Robert Almgren (Quantitative Brokers)Alvaro Cartea (University of Oxford), and Sebastian Jaimungal (University of Toronto)

 

The Sixth International IMS-FIPS Workshop takes place from July 7-9, 2016 at the University of Alberta in Edmonton, Canada.

The primary purpose of the Sixth IMS-FIPS Workshop is to bring together a global cast of leading academic experts, practitioners and junior researchers to share research that underscores the contributions of probability and  statistics to the development of quantitative models, methods, techniques and technologies in the fields of finance and insurance.

To benefit from synergies, the Sixth IMS-FIPS Workshop takes place immediately after the PIMS Summer School 2016 and at the same location. It is followed by the IMS Annual Meeting and World Congress in Probability and Statistics in Toronto, July 11-15.

The plenary speakers of the Sixth IMS-FIPS Workshop are Robert Almgren (Quantitative Brokers), Alvaro Cartea (University of Oxford), Sebastian Jaimungal (University of Toronto), Monique Jeanblanc (Université d’Évry-Val d’Essonne), Marcel Nutz (Columbia University), and Ken Seng Tan (University of Waterloo).