Young Researchers Meeting on BSDEs, Numerics and Finance

A friendly meeting of young researchers working on:

- Backward Stochastic Differential Equations, and the related FBSDE, Reflected BSDE, etc...

- Efficient numerical computation in Finance

- Robust control, risk management and portfolio optimisation

- Nonlinear and Imprecise Probability

- Multiple-prior Bayesian analysis and robust statistics

Backward stochastic differential equations are now well recognized as an efficient tool to approach many modern finance problems. As these equations also form a basis for time-consistent nonlinear probability theory, connections with robust statistics and imprecise probability are open for exploration. The use of BSDEs in the theory of nonlinear PDE (Partial Differential Equations), particularly from a numerical perspective, is also an active area of development, with more general applications in applied mathematics.

This meeting brought together young researchers in these areas and allow for development of new ideas and further interaction between the areas.

Location: Oxford-Man Institute of Quantitative Finance and St John's College, University of Oxford, United Kingdom.

Dates and Times:  Monday 2nd Feb (pm) – Wednesday 4th July 2012

There was a welcome reception on the evening of Monday 2nd July and a conference dinner on the evening of Wednesday 4th July. 

Who:  Young researchers - broadly students and researchers within 5 years of PhD

Costs:  Full registration will be less than £60 (dependant on final numbers) and includes the meeting, lunch and refreshments, B&B college accommodation (2nd, 3rd, 4th July 2012), welcome reception and a conference dinner.

Accommodation:  B&B Accommodation at St. John’s College on the nights of the 2nd, 3rd and 4th July.

For Speakers travel costs (up to £300) will be reimbursed (when accompanied by original receipts) after the event.

Registration:  By email to by 20 April 2012.  Please indicate your name, affiliation, current status and whether you require accommodation.  Please also include title and abstract for the talk you propose presenting.

Non-speaker participants are welcome to apply but we may not be able to guarantee the full travel allowance or accommodation subsidy.

Confirmation will be sent to all qualifying participants by Monday 30th April 2012.


1/2 hour talks and informal conversations, with an explicitly accessible focus.

Organisers: Sam Cohen, Gechun Liang, Arnaud Lionnet

Supported by: Oxford-Man Institute of Quantitative Finance and St John's College, University of Oxford.

Start date:
Monday, July 2, 2012 - 12:00
End date:
Wednesday, July 4, 2012 - 22:00