The 2nd Annual Eastern Conference on Mathematical Finance (ECMF)

A joint collaboration of

Columbia University’s Industrial Engineering & Operations Research Department

NYU Courant Institute of Mathematical Sciences

NYU Tandon School of Engineering’s Finance Risk & Engineering Department

Organizing Committee: Agostino Capponi (Columbia), Peter Carr (NYU Tandon), Petter Kolm (NYU Courant), Andrew Papanicolaou (NYU Tandon)

Friday, November 3, to Sunday, November 5, 2017.


Download the schedules for November 3, November 4, and November 5


(Click on the following links to access speakers’ slides)

Leif Andersen (Bank of America) Gordon Ritter (GSA Capital)
Allen Cheng (Columbia/AQR Capital) Scott Robertson (Boston University)
Ren Raw Chen (Fordham) Lorenzo Schoenleber (NYU Courant)
Peter Cotton (JP Morgan) Ronnie Sircar (Princeton)
Monty Essid (NYU Courant) Anna Srapionyan (Cornell)
Ionut Florescu (Stevens Institute) Harvey Stein (Bloomberg)
Helyette Geman (Johns Hopkins) Stephan Sturm (Worcester Polytechnic)
Sebastian Jaimungal (University of Toronto) Agnes Tourin (NYU Tandon)
Tom Li (NYU Courant) Kim Weston (Rutgers)
Dilip Madan (Maryland) Hongzhong Zhang (Columbia)
Johannes Muhle Karbe (Carnegie Mellon) Xunyu Zhou (Columbia)
Sergey Nadtochiy (University of Michigan) Lingjiong Zhu (Florida State)