Long-Term Programs
Focus Program on Commodities, Energy and Environmental Finance
Organized by René Aïd (Electricité de France), René Carmona (Princeton), Matt Davison (Western Ontario), Ivar Ekeland (Paris-Dauphine), Mike Ludkovski (UC, Santa Barbara), Ronnie Sircar (Princeton)
http://www.fields.utoronto.ca/programs/scientific/13-14/envirofinance/08/05/13 - 08/30/13
The Fields Institute, Toronto, Canada
The central objective of the program is to gather researchers in stochastic analysis, mathematical finance, financial economics, and insurance mathematics to exchange ideas on the current state-of-the-art in commodities and environmental finance. This will be accomplished by three 5-lecture Short Courses given by leading researchers, as well as two Research Workshops in the theme of the program. Stochastic optimal control, stochastic differential games, dynamic risk transfer and backward stochastic differential equations are the main probabilistic foundations of financial mathematics that will be the focus of the program.
*Registration and application for participant support now open*
Summer School: August 6-27, 2013
-Mini-Course on Valuing and Trading Correlation Structures in Commodities
-Mini-Course on Financialization of the Commodity Markets and Mean Field Games
-Mini-Course on Stochastic Models of Electricity Markets
Workshop on Electricity, Energy and Commodities Risk Management: August 14-16, 2013
Workshop on Stochastic Games, Equilibrium, and Applications to Energy & Commodities Markets: August 27-29, 2013