conference website：

https://www.uow.edu.au/engineering-information-sciences/research/imia/financial-maths-symposium/​

The 2nd International Symposium on Partial Differential Equations &
Stochastic Analysis in Mathematical Finance

6-10 January 2020 | Sanya City, China

Financial mathematics is a newly emerging area, in which mathematics can be beautifully applied to quantify some activities that were traditionally not quantifiable. These include, but are not limited to, pricing financial derivatives, risk management, hedging and insurance. This symposium aims to provide a platform for researchers worldwide, who are working in the area of financial mathematics to gather together and disseminate their latest research results, as well as to encourage young mathematicians to take up the challenges in this newly emerging and exciting area.

Topics

• PDE Approach in Finance
• Stochastic Analysis in Finance
• Monte Carlo Simulations
• Credit Risk, Jump Risk, and Liquidity Risk
• Risk Management
• Portfolio Optimization
• Computational Finance
• Volatility Models 

Keynote Speakers

• Professor Peter Carr (New York University, USA)
• Professor Min Dai (National University of Singapore, Singapore)
• Professor Cornelis Oosterlee (Delft University of Technology, Netherlands)
• Professor Liuren Wu (City University of New York, USA) 

Invited speakers

• Professor Marek Rutkowski (University of Sydney, Australia)
• Professor Hoi-Ying Wong (Chinese University of Hong Kong, Hong Kong, China)
• Professor Lijun Bo (University of Science and Technology of China, China)
• Professor Jun Sekine (University of Osaka, Japan) 

Other Distinguished Features

• Internationally well-known researchers as keynote and invited speakers; 
• A Best-Student-Presentation prize will be awarded to a PhD student presentation.
• Submission of papers to be published in a special issue of the ANZIAM Journal will be called. Papers based on the presentation given at the symposium are highly encouraged to be submitted to this special issue.