Keynote Speakers

Thomas Kurtz

Thomas Kurtz

University of Wisconsin-Madison

Linear Programs for Singular Stochastic Control

Stanley Pliska

Stanley Pliska

University of Illinois at Chicago

Portfolio Optimization: the Quest for Useful Mathematics

Philip Protter

Philip Protter

Cornell University

Liquidity Risk and Arbitrage Pricing Theory

Jerome Stein

Jerome Stein

Brown University

US Current Account Deficits: A Stochastic Optimal Control Analysis

Denis Talay

Denis Talay

INRIA

Stochastic Control and Mathematical Analysis of Technical Analysis in Finance