Mathematical Modeling in Finance: Remembering Marco Avellaneda

Time and Location:

Prof. Marco Avellaneda (1955–2022) was a leading figure in the development and dissemination of  advanced mathematical modeling techniques in finance.

This one-day workshop will bring together some of Marco’s friends and collaborators to discuss advances in quantitative finance and the influence of Marco’s contributions.

Thursday, 18 April 2024
Wasserman Center, New York University
133 East 13th Street, 2nd Floor
New York 10003

Registration is free but required. Click here to register.

Speakers

Rama Cont (University of Oxford )

Andrew Papanicolaou (North Carolina State University)

Bruno Dupire (Bloomberg)

Steve Heston (University of Maryland)

Mike Lipkin (NYU Tandon)

Sasha Stoikov (Cornell University)

Nassim Taleb

Jorge Zubelli (Khalifa University)

Click here to view the workshop program.