Forthcoming Events
11th Annual Risk and Stochastics Conference 2017
The 11th Annual Risk and Stochastics Conference takes place on 20 and 21 April 2017. It will be hosted by Winton at their Hammersmith headquarters. The aim of the conference is to enhance collaboration and exchange between applied and theoretical researchers and practitioners in mathematical finance, insurance and statistics, especially data science. Please visit the conference website here.
Past Events
The 10th Risk and Stochastics Conference takes place on Thursday 21 and Friday 22 April 2016. High profile speakers from the UK, Europe and overseas will present current advances in the areas of insurance mathematics, financial mathematics, and their interface. There will also be ample opportunity for participants to network.
This year's conference is hosted by Winton at their auditorium in Hammersmith, West London.
Registration
Please click on this LINK to visit the LSE Online Store and register to attend this conference.
Fees LSE staff, Winton staff, Students: no fee Academics and academic researchers: £20 Practitioners: £50
These fees cover both days of the conference, including lunch and refreshments.
The workshop talks took place on 25, 26 and 27 August 2015
The recent and on-going financial crisis motivates a scrutinised study in the field of Financial Mathematics. In order to obtain better models, imperfections and complexity of real financial markets must be taken into account. Rather than assuming that arbitrary quantities of assets can be traded without impacting the market, liquidity risk needs to be carefully analysed.
Facing imperfections, good models must be robust, placing less emphasis on particular model assumptions which tend to be unrealistic in practical applications. A better understanding of such issues is of strategic importance to maintain a healthy financial system, and is currently attracting considerable interest from researchers, industry practitioners, as well as regulators.
Any model of liquidity risk will be incomplete without a detailed analysis of the dynamics of supply and demand and the causes of their imbalance. In particular it is important to understand how this imbalance evolve in time in an equilibrium framework where strategic agents trade to maximise their utility. In order to analyse interacting, possibly heterogeneous, agents, one often needs a diverse set of tools from filtering theory, multi-dimensional backward stochastic differential equations and mean-field games.
Recent years have also witnessed substantial developments in path-wise stochastic analysis and martingale transport theory. These results have found applications in obtaining robust financial models for derivative pricing. The aim of this workshop is to bring together researchers to discuss the latest developments in three aforementioned themes: liquidity, mean field games, and robust finance.
Royal Statistical Society, 22-23 April 2015
The 2015 Risk and Stochastics conference celebrated the 70th year of Ragnar Norberg and acknowledged his academic achievements, in particular his legacy at LSE, which is primarily but not solely due to the Risk and Stochastics enterprise, which he was instrumental in founding.
Please view the conference website here.
High profile speakers from the UK and overseas presented current advances in the areas of insurance, financial mathematics, and their interface at the Risk and Stochastics 2014 conference in the New Theatre on 24 and 25 April 2014. Further information can be viewed here.