The Center for Financial Mathematics & Actuarial Research (CFMAR) at UCSB and the Department of Mathematics at UCLA are organizing the 10th Western Conference on Mathematical Finance (WCMF) during January 15 - 18, 2021.
The 10th WCMF continues a tradition started in 2007 with the purpose of bringing together graduate students, postdoctoral researchers, and young and senior faculty members from all Western institutions in the United States working on Financial and Actuarial Mathematics and fostering new interactions.
The conference covers cutting edge topics in Financial and Actuarial Mathematics such as machine learning and data science in finance and insurance, mean field games and mean field control, equilibria models, systemic risk and financial networks, high-frequency data, and many more.
Keynote speakers include
Darrell Duffie (Stanford University)
Charles-Albert Lehalle (Capital Fund Management & Imperial College London)
H. Mete Soner (Princeton University)
Thaleia Zariphopoulou (University of Texas at Austin)
There will also be panel discussion with our distinguished senior speakers about the most recent trends, technologies, and challenges of financial and actuarial mathematics in research, academia, and practice.
The conference will take place virtually. Registration will be required but is free of charge. A registration link will be posted soon.