Young Researchers Meeting on BSDEs, Numerics and Finance

>A friendly meeting of young researchers working on:
- Backward Stochastic Differential Equations, and the related FBSDE, Reflected BSDE, etc...
- Efficient numerical computation in Finance
- Robust control, risk management and portfolio optimisation
- Nonlinear and Imprecise Probability
- Multiple-prior Bayesian analysis and robust statistics

>Backward stochastic differential equations are now well recognized as an efficient tool to approach many modern finance problems. As these equations also form a basis for time-consistent nonlinear probability theory, connections with robust statistics and imprecise probability are open for exploration. The use of BSDEs in the theory of nonlinear PDE (Partial Differential Equations), particularly from a numerical perspective, is also an active area of development, with more general applications in applied mathematics.

>This meeting aims to bring together young researchers in these areas, to allow for development of new ideas and further interaction between the areas.

>Location: Oxford-Man Institute of Quantitative Finance and St John's College, University of Oxford, United Kingdom.

>Dates and Times:  Monday 2nd Feb (pm) – Wednesday 4th July 2012

>There will be a welcome reception on the evening of Monday 2nd July and a conference dinner on the evening of Wednesday 4th July.

>Who:  Young researchers - broadly students and researchers within 5 years of PhD

>Costs:  Full registration will be less than £60 (dependant on final numbers) and includes the meeting, lunch and refreshments, B&B college accommodation (2nd, 3rd, 4th July 2012), welcome reception and a conference dinner.

>Accommodation:  B&B Accommodation at St. John’s College on the nights of the 2nd, 3rd and 4th July.

>For Speakers travel costs (up to £300) will be reimbursed (when accompanied by original receipts) after the event.

>Registration:  By email to bnf@oxford-man.ox.ac.uk by 20 April 2012.  Please indicate your name, affiliation, current status and whether you require accommodation.  Please also include title and abstract for the talk you propose presenting.
Non-speaker participants are welcome to apply but we may not be able to guarantee the full travel allowance or accommodation subsidy.

>Confirmation will be sent to all qualifying participants by Monday 30th April 2012.

>Format: 1/2 hour talks and informal conversations, with an explicitly accessible focus.

>Organisers: Sam Cohen, Gechun Liang, Arnaud Lionnet

>Supported by: Oxford-Man Institute of Quantitative Finance and St John's College, University of Oxford.