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.
Preliminary lecture abstracts can be found here.
The summer school has two themes with the following speakers:
1. Informational and Imperfect Financial Markets (June 25 to June 29) with Marek (University of Sydney), Agnès (INRIA Paris-Rocquencourt, and Thaleia (University of Texas at Austin). The first part takes place parallel to the CAIMS Annual Meeting.
2. Market Microstructure and Algorithmic Trading (July 2 to July 6) with Robert (Quantitative Brokers), Alvaro (University of Oxford), and Sebastian (University of Toronto)
There will be partial financial support for graduate students and postdoctoral fellows on a competitive basis, please see the Registration page for more details.
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 quantititative 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.
Plenary speakers of the Sixth IMS-FIPS Workshop include Robert (Quantitative Brokers), Alvaro (University of Oxford), Sebastian (University of Toronto),Marcel (Columbia University), and Ken Seng Tan (University of Waterloo).