13th European Summer School in Financial Mathematics
Vienna, 31 August - 4 September, 2020



Vienna, Ringstraße, Photo: Wien Tourismus/Christian Stemper


Important announcement concerning Covid-19:


We are happy to announce that the summer school can be held in Vienna as a "hybrid" event. We believe that it is very important to continue academic work, of which summer schools are an essential part, as well as possible.

We decided to go for a mix between on-site lectures in Vienna and an online version via videoconferencing. We will stream talks held in Vienna for participants, who cannot travel to Vienna. Likewise, we will allow for online talks.

In order to minimize risks during the summer school we rely on well-known standard recommendations (phyiscal distancing whenever possible, wearing face masks indoors or in crowds, hand desinfections, etc.). Be aware of special Austrian regulations like wearing face masks in supermarkets, pharmacies, post offices, or public transport or within any university building (except when you sit in a lecture hall).

To avoid the spreading of the virus and any inconveniences for you at the Austrian border, please step back from traveling to Vienna if you feel any Covid-19 symptoms or if you met somebody with such symptoms.

In case you feel symptoms during your stay, please stay in your hotel room.

Whenever you have a break between the lectures and would like to chat with other people we recommend to go outdoors if the weather allows it. It is part of the Austrian safety regulations that we are not allowed to serve any food or coffee during the breaks. However, there are many nice locations near the university, where you can have coffee or lunch outside or where you can just sit and discuss. Just try to avoid forming and moving in crowds.

Since the situation is still uncertain we advise you to book your travel arrangements as late as possible.

THIRTEEN EUROPEAN SUMMER SCHOOL 
IN FINANCIAL MATHEMATICS

  • Lectures by:
  • Lyudmila Grigoryeva, University of Konstanz
  • Xin Guo, University of California, Berkeley
  • Lukasz Szpruch, University of Edinburgh
  • Josef Teichmann, ETH Zurich

  • Special invited lecture by:
  • Yuri Kabanov, Lomonosov Moscow State University
  • Juan Pablo Ortega, University of Sankt Gallen
  • Walter Schachermayer, Vienna University
  • Special invited practitioner lecture :
  • Goetz Cypra and Alexander Filler, Uniqa
  • Vienna, 31 August - 4 September 2020

    For its 13th edition, the European Summer School in Financial Mathematics will be held at the Department of Statistics and OR of the University of Vienna and is jointly organized with the Wolfgang Pauli Institute.

    The European Summer School in Financial Mathematics aims at bringing together young researchers in Mathematical Finance. The successful applicants pursuing a PhD at a European institution will be sponsored for their accomodation and travel expenses during the summer school.

    The Summer School will focus on two main themes:
    • Machine Learning in Finance
      Speakers: Lyudmila Grigoryeva (University of Konstanz) and Josef Teichmann (ETH Zurich).

    • McKean-Vlasov Equations and Mean Field Games in Finance
      Speakers: Xin Guo (University of California, Berkeley) and Lukasz Szpruch (University of Edinburgh).

    Students' presentations and discussion sessions will allow participants to engage with each other and discuss their current research.

    One of the aims of the Summer School is to encourage active cooperation in Mathematical Finance among European institutions.

    This school belongs to the series of the EMS Applied Mathematics schools.

    We gratefully acknowledge the generous contribution of various sponsors for financial support, in particular the Wolfgang Pauli Institute.



    Uni Wien WPI

Contact: summerschoolmathfi2020@univie.ac.at