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KBS PhD student Catalin Cantia awarded financial support for Advanced Modelling in Mathematical Finance, a conference in honour of Ernst Eberlein at Christian-Albrechts-Universität zu Kiel.
The goal of this workshop is to discuss current trends and models in financial mathematics, including but not limited to processes with jumps, derivatives, term-structure modelling, and computational aspects. The conference is organised by Jan Kallsen and Antonis Papapantoleon and important names in the Financial Mathematics field will be presenting their latest research. To name just a few: Damir Filipovic , Hélyette Geman, Monique Jeanblanc, Dilip Madan, Thorsten Schmidt, Wim Schoutens , Albert Shiryaev, Michael Sørensen, Peter Tankov and other.
Catalin Cantia, working under the supervision of Prof. Radu Tunaru in KBS, was awarded financial support for the presentation of poster on the topic “CVA pricing with Wrong Way Risk. A Factor model with Implied Calibration.”