Institute for Mathematical Sciences

Quantitative Finance

(18 - 22 Mar 2019 & 22 Jul - 31 Aug 2019)

General Enquiries: ims(AT)
Scientific Aspects Enquiries: matdm(AT)

Quantitative finance is an interdisciplinary research area related to finance, mathematics, and statistics, and is relevant to both the private and public financial sectors. Two areas of finance require advanced quantitative techniques: a) asset pricing, and b) risk and portfolio management. To make further progress in these two areas, our program will focus on the following three themes:
  • Stochastic Control in Finance
  • Fintech and Machine Learning
  • Asset Pricing and Risk Management

  • 4th Berlin-Princeton-Singapore Workshop on Quantitative Finance, 18 - 20 March 2019
    • Min Dai, National University of Singapore, Singapore
    • Jiro Akahori, Ritsumeikan University, Japan
    • Peter Bank, Technische Universität Berlin, Germany
    • David Beßlich, Technische Universität Berlin, Germany
    • Peter Frentrup, Humboldt-Universität zu Berlin, Germany
    • Guanxing Fu, Humboldt-Universität zu Berlin, Germany
    • Ulrich Horst, Humboldt-Universität zu Berlin, Germany
    • Bogdan Klishchuk, Humboldt-Universität zu Berlin, Germany
    • Yue-Kuen Kwok, Hong Kong University of Science and Technology, Hong Kong
    • Ronnie Sircar, Princeton University, USA
    • Xiaonyu Xia, Humboldt-Universität zu Berlin, Germany
    • Hong Yan, Shanghai Advanced Institute of Finance, China
  • Workshop 1: Stochastic Control in Finance, 22 - 26 July 2019
    • Bruno Bouchard-Denize, Université Paris-Dauphine, France
    • Nan Chen, The Chinese University of Hong Kong, Hong Kong
    • José E. Figueroa-López, Washington University in St. Louis, USA
    • Paolo Guasoni, Dublin City University, Ireland
    • Xuedong He, The Chinese University of Hong Kong, Hong Kong
    • David Hobson, University of Warwick, UK
    • Johannes Muhle-Karbe, Carnegie Mellon University, USA
    • Cong Qin, Soochow University, China
    • Jiongmin Yong, University of Central Florida, USA
    • Jianfeng Zhang, University of Southern California, USA
    • Harry Zheng, Imperial College London, UK
  • Workshop 2: Fintech and Machine Learning, 5 - 8 August 2019
  • Workshop 3: Asset Pricing and Risk Management, 26 - 30 August 2019
    • Yacine Ait-Sahalia, Princeton University, USA
    • Zongwu Cai, The University of Kansas, USA
    • Paul Embrechts, ETH Zürich, Switzerland
    • Jianqing Fan, Princeton University, USA
    • Hans Fӧllmer, Humboldt-Universität zu Berlin, Germany
    • Emmanuel Gobet, École Polytechnique, France
    • Wolfgang Härdle, Humboldt-Universität zu Berlin, Germany
    • Nikolaus Hautsch, University of Vienna, Austria
    • Chung-Ming Kuan, National Taiwan University, Taiwan
    • Mathieu Rosenbaum, École Polytechnique, France
    • Vladimir Spokoiny, Weierstraß-Institut für Angewandte Analysis und Stochastik, Germany
    • Jun Tu, Singapore Management University, Singapore
    • Yazhen Wang, University of Wisconsin-Madison, USA
    • Qiji Jim Zhu, Western Michigan University, USA

Please note that our office will be closed on the following public holiday.
- 9 Aug 2019, Singapore National Day.
- 11 Aug 2019, Hari Raya Haji, the following Monday, 12 Aug 2019 will be a Public Holiday.


Group photo will be uploaded at a later date.