Humboldt-Universität zu Berlin - Faculty of Mathematics and Natural Sciences - Department of Mathematics

6th Berlin Workshop for Young Researchers on Mathematical Finance: 23-25.Aug.2021

This online  workshop will highlight topical research developments in mathematical finance and stochastic analysis with a string of invited extended keynote talks  along with contributed talks from upcoming young researchers (PhD students, postdocs or shortly thereafter) plus opportunities to mingle & gather online (using try it!).

We will welcome contributions on a wide range of exciting subjects in mathematical finance, stochastic analysis and optimal control.
FOCUS AREAS: Mean-field-games and -control, machine learning and stochastic control, polynomial processes and signature methods,  causal optimal transport,  equilibria and market frictions, rough volatility, adapted Wasserstein disctances.

Keynote talks

Special invited talks 

Contributed talks  by twenty excellent young researchers: Speakers coming from, e.g., Berkeley, Bielefeld, Berlin, Columbia, Frankfurt, London, Los Angeles (usc), Oxford, Oslo, Paris (ensae, polytechnique), Princeton, Trier, Vienna, Zurich: incl. Renyuan Xu, Daniel Bartl, Sara Svaluto-Ferro, Jiacheng Zhang, Dananikli Gokce, Philippe Bergault, Johannes Wiesel, Das Purba, Yufei Zhang, Xiaofei Shi, Max Nendel, Fabian Harang, Francesca Primavera, Marcos Leutscher, Alexander Molitor, Mehdi Talbi, Berenice Anne Neumann, Melih Iseri, Wolfgang Stockinger, Paul Hager...



Participation is free but registration is mandatory.

      • REGISTRATION LINK (open until Fri.20/08/21 13:00GMT; applications are closed for contributed talks and posters/videos. Acceptances were emailed by July 11th)
      • We plan for a pure online format. (In the case of a hybrid event, the location would be here. )
      • Participants: see program + list of abstracts for the speakers
      • Sponsors (would be... - if it were not online :-) ) 
      • Poster (not planned, because of the online format, but online meetings in breaks will admit for quick communication + exchange of research ideas. Plus, there will be a video-poster section where further participants present their ideas: see above below abstracts.)
      • QR-code for shortened weblink (to this page)

Inquiries can be sent by e-mail to the organizers.

We look forward to welcome you in Berlin again soon. At least virtually for this workshop!

Dirk Becherer (organization,