Material of the PIMS Summer School in Mathematical Finance
Material of the PIMS Summer School in Mathematical Finance
The PIMS Summer School 2016 in Mathematical Finance took place from
June 25 to July 6, 2016 at the University of Alberta in Edmonton,
Canada.
This webpage is meant as a depository for some of the material of the
summer school. If you have any questions, please contact Christoph Frei. We
were grateful for financial support by the Pacific Institute for the
Mathematical Sciences (PIMS), the US
National Science Foundation (NSF), the Fields Institute, and the Faculty of Science at the
University of Alberta.
In order to stay more easily connected among the participants of the
summer
school, there is a LinkedIn
group. A timetable of the summer school is available here.
Material by Robert Almgren
Material by Alvaro Cartea and Sebastian Jaimungal:
Material by Christoph Frei:
Material by Marek Rutkowski:
Material by Agnes Sulem: