CALL FOR APPLICATIONS: 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 talks by excellent keynote speakers, and contributed talks from upcoming young researchers (PhD students, postdocs or shortly thereafter).

Call for applications for contributed talks: see link below. Acceptances will be made on a rolling basis - thus we highly  recommend to apply early. And no later than July 4th.

We welcome contributions on a wide range of exciting subjects in mathematical finance, stochastic analysis and optimal control, including mean-field systems and large population games, causal optimal transport, polynomial processes, machine learning, behavioural and robust finance, equilibria and market frictions, rough volatility, forward-backward S(P)DEs, mechanism design, data science, financial analytics, risk management and systemic risk.  

Keynote talks 

Special invited talks 

* Ludovic Tangpi, Princeton University
* Julio Backhoff, University of Vienna

Participation is free but registration is mandatory.

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,