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

Vienna, Ringstraße, Photo: Wien Tourismus/Christian Stemper


  • 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
  • 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.

    We gratefully acknowledge the generous contribution of various sponsors for financial support, in particular the FWF-START project "Universal structures in Mathematical Finance".

    Uni Wien WPI

Contact: summerschoolmathfi2020@univie.ac.at