JournalsowrVol. 14, No. 1pp. 683–769

Mathematics of Quantitative Finance

  • Peter K. Friz

    Technische Universität Berlin, Germany

  • Antoine Jacquier

    Imperial College London, UK

  • Josef Teichmann

    ETH Zürich, Switzerland
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Abstract

The workshop on Mathematics of Quantitative Finance, organised at the Mathematisches Forschungsinstitut Oberwolfach from 26 February to 4 March 2017, focused on cutting edge areas of mathematical finance, with an emphasis on the applicability of the new techniques and models presented by the participants.

Cite this article

Peter K. Friz, Antoine Jacquier, Josef Teichmann, Mathematics of Quantitative Finance. Oberwolfach Rep. 14 (2017), no. 1, pp. 683–769

DOI 10.4171/OWR/2017/13