5 Day Workshop at BIRS — Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financi

This 5-day research workshop at the Banff International Research Station is motivated by the need to better understand, quantify and regulate the risk of financial markets in the face of massive technological and economic changes. In order to discuss and assess these new developments, the workshop brings together experts from the fields of financial mathematics, financial technology (FinTech), and mathematical economics. The focus lies on the following three topics which are at different levels of modeling development and technical complexity: (i) interbank markets, valuation adjustments and clearinghouses, (ii) energy and commodity markets, (iii) FinTech and high-frequency trading.