Conference on Stochastic Asymptotics & Applications/Sixth Western Conference on Mathematical Finance
September 25, 2014 - September 27, 2014
Santa Barbara, California, United States
The Conference will address topics in stochastic perturbation methods, primarily financial mathematics, but also large deviations theory, homogenization, and waves in random media. A special focus will be placed on novel applications of probability and stochastics for systemic risk in financial networks, mean field games, stochastic volatility modeling, analysis of high-frequency financial data and multi-scale stochastic models of interacting particle systems. The meeting is also to honor Jean-Pierre Fouque on occasion of his 60th birthday.