Oberwolfach Reports


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Volume 14, Issue 1, 2017, pp. 683–769
DOI: 10.4171/OWR/2017/13

Published online: 2018-01-02

Mathematics of Quantitative Finance

Peter K. Friz, Antoine Jacquier[1] and Josef Teichmann[2]

(1) Imperial College London, UK
(2) ETH Z├╝rich, Switzerland

The workshop on Mathematics of Quantitative Finance, organised at the Mathematisches Forschungsinstitut Oberwolfach from 26 February to 4 March 2017, focused on cutting edge areas of mathematical finance, with an emphasis on the applicability of the new techniques and models presented by the participants.

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Friz Peter, Jacquier Antoine, Teichmann Josef: Mathematics of Quantitative Finance. Oberwolfach Rep. 14 (2017), 683-769. doi: 10.4171/OWR/2017/13