Global Risk Institute Supports Quantitative Finance With Workshop at the Fields Institute
13 June 2013
Following its previous support for Fields workshops in 2012, the GRI is pleased to announce its sponsorship of the next quantitative finance workshop at the Fields Institute.
The Quantitative Finance Retrospective Workshop takes place in Toronto between October 27 – 30, 2013, and marks a further step in the development of the relationship between GRI and the Fields Institute.
“We are very pleased to be able to collaborate with The Fields Institute on this important initiative in the field of quantitative finance”, said Dr. Michel Maila, President and CEO of GRI. “ Building on progress in a number of aspects of quantitative finance over the past three years, this workshop will produce novel insights on risk issues of interest to GRI members such as model risk and systemic risk.”
The purpose of this four-day workshop is to bring together top researchers worldwide for a retrospective of the Thematic Program that took place at the Fields Institute from January to June 2010 and covered the entire spectrum of Quantitative Finance up to then.
In the three years since the Thematic Program, Quantitative Finance has developed in new directions while continuing to expand in the established channels. Some of the notable new areas are counterparty credit risk, the development of robust methods and the inclusion of Knightian uncertainty in models, the role of backward stochastic differential equations, the study of algorithmic trading and the limit order book, the impact of behavioural finance, liquidity, multi-agent modelling, and ever increasing tie-ins with macroeconomics and systemic risk.
With that aim in mind, some of the biggest thinkers in the subject will give forward-looking talks with a broad perspective on crucial issues, ranging from the technical to the conceptual.