Welcome to WCMF 2017!

With the recent financial crises, the growth of high-frequency and algorithmic trading and the continuous introduction of new regulations designed to safeguard the financial system, the landscape of the financial markets is changing quickly. These changes have opened up entirely new directions for research within the math finance community. It is the goal of the 8th WCMF to highlight research in these newly developing areas. In particular, a special emphasis will given to asymptotics for parabolic PDEs, robust hedging, and stochastic portfolio theory. Attendance by early career researchers is encouraged.

The 2017 WCMF will take place on the University of Washington campus in Seattle, WA. It is the eighth annual meeting of this group and the first time in Washington.

Additional details regarding lodging, travel, and other logistics will be made available as they are arranged. Please check back often for updates, including the posting of conference materials after the event.