Financial Maths Symposium

The 2nd International Symposium on Partial Differential Equations & Stochastic Analysis in Mathematical Finance

Financial mathematics is a newly emerging area, in which mathematics can be beautifully applied to quantify some activities that were traditionally not quantifiable. These include, but are not limited to, pricing financial derivatives, risk management, hedging and insurance. This symposium aims to provide a platform for researchers worldwide, who are working in the area of financial mathematics to gather together and disseminate their latest research results, as well as to encourage young mathematicians to take up the challenges in this newly emerging and exciting area.

Topics

  • PDE Approach in Finance
  • Stochastic Analysis in Finance
  • Monte Carlo Simulations
  • Credit Risk, Jump Risk, and Liquidity Risk
  • Risk Management
  • Portfolio Optimization
  • Computational Finance
  • Volatility Models 

Other Distinguished Features

  • Internationally well-known researchers as keynote and invited speakers; 
  • A Best-Student-Presentation prize will be awarded to a PhD student presentation.
  • Submission of papers to be published in a special issue of the ANZIAM Journal will be called. Papers based on the presentation given at the symposium are highly encouraged to be submitted to this special issue.  

Keynote Speakers

  • ​Professor Peter Carr (New York University, USA)
  • Professor Min Dai (National University of Singapore, Singapore)
  • Professor Cornelis Oosterlee (Delft University of Technology, Netherlands)
  • Professor Marek Rutkowski (University of Sydney, Australia)

 

Invited speakers

  • Professor Lijun Bo (University of Science and Technology of China, China
  • Professor Nan Chen (Chinese University of Hong Kong, China)
  • Dr. Lech A. Grzelak (Rabobank, Netherlands)
  • Professor Jun Sekine (University of Osaka, Japan)
  • Professor Hoi-Ying Wong (Chinese University of Hong Kong, Hong Kong, China)
  • Professor Song-Ping Zhu (University of Wollongong, Australia)
  • Professor Jingtang Ma (Southwestern University of Finance and Economics, China)
  • Professor Yuecai Han (Jilin University, China)

Keynote Speakers

  • ​Professor Peter Carr (New York University, USA)
  • ​Professor Min Dai (National University of Singapore, Singapore)
  • ​Professor Cornelis Oosterlee (Delft University of Technology, Netherlands)
  • ​Professor Marek Rutkowski (University of Sydney, Australia)

Invited speakers

  • ​Professor Lijun Bo (University of Science and Technology of China, China)
  • Professor Nan Chen (Chinese University of Hong Kong, China)
  • Dr. Lech A. Grzelak (Rabobank, Netherlands)
  • Professor Jun Sekine (University of Osaka, Japan)
  • Professor Hoi-Ying Wong (Chinese University of Hong Kong, Hong Kong, China)

Invited ECRs

  • ​Dr. Xin-Jiang He (University of Wollongong, Australia)
  • Dr. Yingda Song (Shanghai Jiaotong University, China)
  • Dr. Chuanfeng Sun (University of Jinan, China)
  • Dr. Zhou Zhou (University of Sydney, Australia)

Local Organising Committee (China):

  • Wenting Chen (Chair, Jiangnan University, China)
  • Weixing Wu (University of International Business and Economics, China)
  • Yichun Chi (Central University of Finance and Economics, Beijing, China)
  • Wei Xu (Tongji University, China)
  • Xiaosong Qian (Soochow University, China)
  • George Yuan (Soochow University, China)
  • Jin Cheng (Fudan University, China) 

Organising Committee (Australia):

  • Xiaoping Lu (University of Wollongong, Australia)
  • Xin-Jiang He (University of Wollongong, Australia)
  • Guiyuan Ma (University of Wollongong, Australia)

Register Now

Academics and presenters: AUD 450

PhD students: AUD 350

The registration fee covers an excursion on 8 Jan 2020 (Wuzhizhou Island, http://www.wuzhizhou.com/) and a conference dinner in the evening of Thursday, 9 Jan 2020 (at a 5-star hotel). The free lunches/dinners and accommodation associated with early-bird registration closed on 30 Sept 2019 are no longer available.

If you did not receive our confirmation of the provided accommodation, you will need to pay by yourself. In this case, if you want to still stay at the conference centre, please contact the conference secretary. The cost of the accommodation at the centre is 400 or 600 yuan (Chinese currency RMB) per night, depending on the room type. Due to the limited availability of the 400-yuan rooms, it is possible that only 600-yuan type rooms are left. Of course, you can choose to stay outside the conference centre (please refer to the Accommodation section for further details), in which case you will need to book the accommodation yourself. Please be assured that we will have a shuttle bus (free) run between Sanya Haihong Square and conference centre every day during the conference period (one in the morning to pick up and one in the evening to drop off).

If you did not receive our confirmation of the included food, please contact the conference secretary if you would like to have food within the conference centre. The centre charges 1,000 yuan for all the meals during the conference period, 5 Jan 2020 - 10 Jan 2020 (Sanya TSIMF conference centre does not accept payment for food on a daily basis), and the payment needs to be made upon your arrival at the conference centre. Of course, you can also dine outside the conference centre, but please notice that it is not very convenient to dine out as the conference centre is on top of a mountain, which is about 2km from some other restaurants.

If you have a non-registered spouse/companion/partner, please provided the conference secretary with the following information in advance:

  • whether or not the person(s) will dine in the conference centre (payment of 1,000 yuan per person upon arrival);
  • whether or not the person(s) will participate in the one-day excursion (the estimated total cost per person: 250 yuan);
  • whether or not the person(s) will attend the conference dinner (total cost per person: 300 yuan);
  • whether or not the person(s) need an extra room for accommodation.

If you are not holding a Chinese passport, you may need to apply a visa to enter into the mainland of China. Please contact the conference secretary if you need any assistance with this matter.

  • Abstract Submission deadline: December 1, 2019
  • Abstract acceptance notification deadline: December 10, 2019
  • Registration deadline: December 15, 2019

The 2nd International Symposium on Differential Equations & Stochastic Analysis in Mathematical Finance organising committee invites abstracts and full papers in the following areas (but not limited to):

  • PDE Approach in Finance
  • Stochastic Analysis in Finance
  • Monte Carlo Simulations
  • Credit Risk, Jump Risk, and Liquidity Risk
  • Risk Management
  • Portfolio Optimisation
  • Computational Finance
  • Volatility Models 

Submission of papers to be published in a special issue of the ANZIAM Journal will be called. Papers based on the presentation given at the symposium are highly encouraged to be submitted to this special issue.

  • The abstract should be written in plain English.
  • Please limit your abstract to 200 words.
  • The file you uploaded should be editable.
  • Please submit your abstract by December 1, 2019.
  • For those who do not wish to give a contributed talk, registration can be completed without uploading abstract.

Submit Abstract

Venue

Sanya City is a tropical international tourist city. It enjoys clean seawater, fresh air, beautiful beaches and bright sunshine and is rich in natural tropical scenery and historical sites. Sanya stands the latitude between 18°09 and 18°37, almost the same as Hawaii. Thus, it’s often called “the Hawaii of China” or “Orient Hawaii”.

Location Situated at the southern-most tip of Hainan Island of China, Sanya lies in the southern valley of the Wuzhi Mountain range. Sanya has a population of about 524,000 and covers an area of about 1,900 sq km with about 209 km of coastline with more than 19 harbors and more than 40 islands highlighted by natural beaches, fresh sea breezes and crystal-clear waters. Sanya adjoins Tongzha County to the north, Baoting and Lingshui counties to the northeast, and Ledong County to the northwest.

Recommended Accommodation

For those who are NOT granted with their food and accommodation covered, here is the local accommodation information for you


Howard Johnson Resort, Sanya Bay (三亚国光豪生度假酒店) 

Address: Sanya Bay Road 188, Sanya, Hainan. 海南省三亚市三亚湾路188号
Phone: 0086-898-3888-8888

TRANSPORTATION AND ATTRACTIONS

Sanya Phoenix International Airport 8 minutes by car
Downtown 10 minutes by car
Dadonghai 20 minutes by car
Yalong Bay 40 minutes by car
Ends of the earth 16 minutes by car
Nanshan Cultural Tourism Zone 28 minutes by car


Ocean Sonic Resort Sanya (三亚海韵度假酒店)

Address:China Hainan province Sanya city Sanya 168 Bay road
Phone: 0086-898-8838 8888

TRANSPORTATION

To Downtown Sanya: 6Miles, 6Minutes by driving
Take 8 bus or keep tourist shuttle bus, taxi is about 10 yuan
To Sanya Phoenix International Airport: 8Miles 8Minutes


International Asia-Pacific Convention Center Sanya (三亚亚太海航度假酒店暨亚太国际会议中心)

International Asia-Pacific Convention Center Hotel is a 5 star hotel which is located at the golden coast tourism area of Sanya. It will take 10 minutes driving to the downtown and opposite to West Island Marine Amusement World across the sea. The hotel features 473 rooms including deluxe Mountain View rooms and deluxe sea view rooms.

Address:Sanya Bay Resort District, Sanya Bay District, Sanya, 572000 Sanya (中国海南三亚市三亚湾旅游度假区三亚亚太国际会议中心)
Phone:0086-898-8833 2666


 

TSINGHUA SANYA INTERNATIONAL

Mathematics Forum (清华三亚国际数学论坛) This is the conference center’s accommodation facility and the payment is quite modest.

Address:No. 1 Fenghuang Hill, Fenghuang Town, Sanya, Hainan, the People’s Republic of China.
Phone: 0086-010-6279 7299
Email: yux623@mail.tsinghua.edu.cn

Symposium Secretary

Dr. Xin-Jiang HE
University of Wollongong
E-mail | xinjiang@uow.edu.au
Phone | +61 2 4221 5255

Assistants

Miss Dong Yan (E-mail: dy220@uowmail.edu.au)
Miss Sha Lin (E-mail: sl945@uowmail.edu.au)

  • Tsinghua Sanya International Mathematics Forum (TSIMF), China
  • Southwestern University of Finance and Economics, China
  • Institute for Mathematics & its Applications, University of Wollongong, Australia