• Research in Options 2022 (RiO) 22 ago 2022 a 24 ago 2022 09:00 a 17:30
    Matemática Aplicada
    Research in Options 2022 (RiO)
    Local: Sede FGV
    Endereço: Praia de Botafogo, 190 - Botafogo, Rio de Janeiro/RJ
    Data: 22 Agosto 2022 a 24 Agosto 2022
    Horário: 09:00
    Responsáveis: FGV EMAp

    This is the seventeenth edition of a highly successful meeting that has been hosted by IMPA in the past and had the presence of a large number of scientists, mathematicians, and practitioners working on the interface of mathematics and finance. This time around it will be hosted by FGV EMAp. The use of sophisticated mathematical tools in financial engineering ranging from partial differential equations to stochastic analysis and numerical methods has been growing steadily during the past few decades. On the one hand, the mathematical tools and results have impacted the way financial phenomena are modeled and understood, and how risk is assessed and managed. On the other hand, the financial industry has been presenting a number of mathematical and computational challenges to researchers. It is a follow up of the highly successful previous editions. Each one had in its attendance about 100 participants evenly spread from academia and industry. This year we will focus on different aspects of mathematical finance including (but not limited to) option pricing, fixed income, volatility trading, real options, commodities, algorithmic trading, portfolio, machine learning and risk management.

    For more information access: https://eventos.fgv.br/research-options-2022 


Sede FGV
Praia de Botafogo, 190 - Botafogo, Rio de Janeiro/RJ

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