CFMAR Hosts the 10th Western Conference in Mathematical Finance

Organized by CFMAR faculty Nils Detering, Ruimeng Hu as well as Moritz Voss (now at UCLA, Visiting Assistant Professor at UCSB during 2017-2020), the 10th Western Conference in Mathematical Finance took place virtually during January 15-18, 2021. The event was split into 4 half-days (Friday afternoon, then Saturday, Sunday and Monday mornings) and had 4 senior keynote speakers as well as the usual focus on junior speakers from Western US. One innovation this year was the use of discussants, with each junior talk followed by a 10-minute discussion by another junior speaker. Another innovation was the use of a Slack workspace to continue online discussions after the talks in lieu of the normal coffee breaks.


The 10th WCMF was a great success, shattering WCMF records for attendance. The talks by Charles-Albert Lehalle and Mete Soner each had over 120 participants, and attendance was consistently close to 100 throughout. There was also very lively Q&A after nearly every talk.


Well done and see you at the 11th WCMF in 2022!

Opening keynote by Darrell Duffie