Saturday, September 5, 2009

Mathematical Finance and Partial Differential Equations Conference at Rutgers University

Hill Center for the Mathematical Sciences, Busch Campus

The conference is sponsored by the Mathematical Finance Master's Program at Rutgers, The State University of New Jersey:

Friday, December 4, 2009
Schedule of Presentations

The Heldrich Hotel
10 Livingston Avenue
New Brunswick, New Jersey 08901

NJ Transit trains from New York Penn Station to New Brunswick (or Jersey Avenue) depart every 10-15 minutes on weekday mornings (journey time 50-55 minutes). The hotel is 10 minutes walk from the station; taxis are available by the exit at the rear of the train.

Invited Speakers

The themes of the conference are mathematical finance, computational finance, and partial differential equations.

Tomasz Bielecki, Illinois Institute of Technology
Rene Carmona, Princeton University
John Chadam, University of Pittsburgh
Rama Cont, Columbia University
Bruno Dupire, Bloomberg, LP
Elton Hsu, Northwestern University
Tom Hurd, McMaster University
Andrey Itkin, HAP Capital and Rutgers University
Ioannis Karatzas, Columbia University and INTECH Investment Management
Peter Laurence, University of Rome
Chris Rogers, Cambridge University
Hao Xing, Boston University

Scientific Committee

Erhan Bayraktar, University of Michigan
Peter Carr, Bloomberg
Paul Feehan, Rutgers University (Co-Chair and Local Organizer)
Kay Giesecke, Stanford University
Sergei Levendorskii, University of Leicester
Alex Lipton, Bank of America/Merrill Lynch
Daniel Ocone, Rutgers University (Co-Chair and Local Organizer)
Olivier Pironneau, University of Paris VI (Pierre et Marie Curie)
Ronnie Sircar, Princeton University

Registration Information

All attendees are kindly requested to register. Participation is limited to 150 registrants. Due to demand, the early registration deadline has been extended to Friday, November 20.

Payment (credit card or check) by Friday, November 20:

Full-time student: $30 (discount code S01). Academic: $100 (discount code ACA1). Corporate: $150.

Payment (credit card or check) by Thursday, December 3:

Full-time student: $50 (discount code S02). Academic: $150 (discount code ACA1). Corporate: $200.

Payment (check only -- no cash or credit card) on site:

Full-time student: $75. Academic: $200. Corporate: $250.

Registration cancellations by Monday, November 30 will receive a full refund; there are no refunds for cancellations after this date.


Online registration and payment via our web system is recommended.

If you can only pay by check, please email Ms. Ana Mastrogiovanni (mfpde (at), +1-732-445-2390 x3920) and send a check to

Ms. Ana Mastrogiovanni
Department of Mathematics
Rutgers University
110 Frelinghuysen Road
Pscataway, NJ 08854-8091

Please make checks payable to "Mathematics Department, Rutgers University".


A limited number of rooms are being held until November 6 only at the Heldrich Hotel for the nights of December 3, 4, and 5. Please contact the hotel directly (+1-732-729-4670 and, toll-free within USA and Canada, +1-866-609-4700) and request the conference rate.

For alternative hotel options within New Brunswick, please visit our visitor accommodation page.

Travel Directions

For more information, please visit our travel directions page.


The Second SIAM Conference on Financial Mathematics & Engineering, November 21-22, 2008 was held at the same venue. Please see the previous conference website.