OMI-SoFiE Financial Econometrics Summer School, 29 July – 2 August 2013
Monday, July 29, 2013 - 12:00
The OMI-SoFiE Financial Econometrics Summer School is an annual week long research based course for Ph.D. students and new faculty in financial econometrics. Each year it takes place at Oxford University’s Oxford-Man Institute in partnership with...
Stochastic Analysis and Applications
Monday, September 23, 2013 - 10:00
Shigeki Aida (Tohoku); Dominique Bakry (Toulouse); Martin Barlow (UBC); Gérard Ben Arous (NYU); Jean Bertoin (UZH); René Carmona (Princeton); Ana Bela Cruzeiro (UTL); Sandy Davie (Edinburgh); K.David Elworthy (Warwick); Hans Föellmer (HU Berlin); Peter Friz (TU and WIAS Berlin); Masatoshi Fukushima (Osaka); Martin Hairer (Warwick); Ioannis Karatzas (Columbia); Yves Le Jan (Paris-Sud); David Nualart (University of Kansas); Etienne Pardoux (Aix-Marseille University); Edwin Perkins (UBC); Michel Roeckner (Bielefeld); Marta Sanz (UB); Ronnie Sircar (Princeton); Nizar Touzi (École Polytechnique, Paris); Nicolas Victoir (J.P.Morgan, New York); Marc Yor (Universite Paris); Ofer Zeitouni (Weizmann Institute & NYU)
GENERAL DELEGATE REGISTRATION NOW OPEN
The OMI is pleased to announce it is hosting a 5 day conference at the University of Oxford on Stochastic Analysis and Applications. The conference will mark the 60th anniversary of Professor Terry Lyons, FRS,...
Monday, July 13, 2015 - 10:00
We are delighted to announce that the 2015 Conference on Stochastic Processes and their Applications (SPA2015) will be hosted by the Oxford-Man Institute at the University of Oxford from 13th-17th July, 2015.
Martin Barlow (University of British Co...
Future of Finance Conference
Wednesday, May 29, 2013 - 09:00
with Financial Services Knowledge Transfer Network and INET@Oxford
The Oxford-Man Institute is delighted to be working in collaboration with the Financial Services Knowledge Transfer Network and INET@Oxford on this exciting and provocative 2-day conference which will examine the future of finance with a particular f...
Spring 2013 conference on Currency Trading and Risk Premia
Thursday, March 21, 2013 - 10:00
Speakers and discussants included: Craig Burnside (Duke University), Pedro Santa-Clara (Nova School of Business and Economics), Robert Whitelaw (Stern School of Business, NYU), Pasquale Della Corte (Imperial), Andrea Vedolin (LSE), Adrien Verdelhan (Sloan School of Business, MIT), Federico Gavazzoni (INSEAD), Robert Ready (Simon School of Business, University of Rochester), Rui Albuque (Berlin), Fousseni Chabi-Yo (Fisher College of Business, Ohio State University), Maik Schmeling (University of Hanover)
The OMI hosted a well attended one day conference: Spring 2013 conference on Currency Trading and Risk Premia on Thursday 21st March 2013.
This conference explored the themes of currency trading and currency risk premia, currently very active area...
Data Assimilation, 24th-28th September 2012
Monday, September 24, 2012 - 09:00
Invited speakers include:
Jeff Anderson, Amit Apte, Alex Beskos, Michal Branicki, Damiano Brigo, Martin Clark, Pierre Del Moral, Joscha Diehl, Arnaud Doucet, Chris Farmer, Simon Godsill, Georg Gottwald, Istvan Gyongy, John Harlim, Marco Inglesias, Peter Jan van Leeuween, Nikolas Kantas, Francois Le Gland, Kody Law, Wonjung Lee, Christian Litterer, Joaquin Miguez, Hiromichi Nagao, Syoiti Ninomiya, Dean Oliver, Salvador Ortiz-Latorre, Sebastian Reich, Stephen Roberts, Sylvain Rubenthaler, Sumeetpal Singh, Konstantinos Spiliopoulos
with EPSRC and Imperial College, London
The Oxford-Man Institute, with support from the EPSRC, hosts the third workshop on Data Assimilation.
Speaker presentations can be viewed below as pdfs by the close of each day.
Extracting information from data is an increasingly important issue i...