This workshop focused on new approaches to volatility modelling, robust hedging and pricing, market microstructure, and asymptotic methods. It was structured around a limited number of plenary talks by world-leading experts, from both academia and industry, with a few additional related contributed talks. The goal of this four-day event was to facilitate discussions on current trends in quantitative finance and to highlight potential directions for future research.
Workshop
At the Frontiers of Quantitative Finance
27 - 30 Jun 2016
ICMS, 15 South College Street Edinburgh
Organiser
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