First Berlin-Singapore Workshop on Quantitative Finance & Financial Risk

Stephane Crepey (Evry University)
Paul Glasserman (Columbia University)
Jan Kallsen (University of Kiel)
Steven Kou (National University of Singapore)
Ronnie Sircar (Princeton University)
... and others
Wednesday, May 21, 2014 - 8:30am to Saturday, May 24, 2014 - 12:15pm
WIAS and Humboldt University Berlin

The First Berlin-Singapore Workshop on Quantitative Finance and Financial Risk is the first of a series of workshops with the aim of establishing a sustainable cooperation between Singapore and Berlin. This workshop is a collaboration between the Centre for Quantitative Finance at the National University of Singapore, the Humboldt University Berlin, Technical University Berlin, and the Weierstrass Institute for Applied Analysis and Stochastics.The first workshop will be held in Berlin, Germany.

The goal of the workshop is to strengthen existing and establish new collaborations between researchers from Berlin and Singapore, in the areas of financial mathematics, quantitative finance, and risk management. The workshop aims to provide students and young researchers with an opportunity to network, to exchange ideas, and to present their research in an informal environment, as well as expose the students to the latest developments in the above mentioned areas.

This workshop will be held at the Weierstrass Institute for Applied Analysis and Stochastics on 21-22 May 2014, and at the Humboldt University Berlin on 23-24 May 2014.

Keynote lectures will be given by

  • Stephane Crepey (Evry University, France)
  • Paul Glasserman (Columbia University, USA)
  • Jan Kallsen (University of Kiel, Germany)
  • Steven Kou (National University of Singapore, Singapore)
  • Ronnie Sircar (Princeton Universit, USA)


Official Webpage

Local Organizer: Paulwin Graewe (Humboldt University Berlin)