To advance mathematics research worldwide and to elevate the research and academic level of the young scholars, Prof. S. T. Yau of the Harvard University has initiated the establishment of the first international mathematics conference centre, the Tsinghua Sanya International Mathematics Forum (TSIMF), which has received strong support from Tsinghua University, the Hainan Provincial Government, as well as the Sanya City Government. The 140-acre TSIMF conference venue is an ideal place for mathematicians to meet, exchange research ideas and collaboratively work on some commonly interested problems. Financial mathematics is a newly emerging area, in which mathematics can be beautifully applied to quantify some activities that were traditionally not quantifiable. These include, but are not limited to, pricing financial derivatives, risk management, hedging and insurance. An important tool in quantitative finance is the use of Partial Differential Equations (PDEs) as many quantitative finance problems need to be eventually dealt with by means of Partial Differential Equations, either analytically or numerically. It is the intention of the three members of the organizing committee of this conference to organize this symposium with a focus on the PDE approaches in finance. All three co-chairs have established an international reputation, through their own research in this area and thus it is envisaged that they should be able attract the most well-known researchers in the world to this conference to give plenary speeches and enhance the professional level of the conference.
07月12日
2014
07月16日
2014
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