Workshop on the Mathematics of
Financial Risk Management


Workshop on the Mathematics of
Financial Risk Management

May 10- 11, 2012

University Park, Pennsylvania



Department of Mathematics

Pennsylvania State University



Optimal portofolio evolution under low risk aversion (Farkas-Huitema) Price of a minimum option (Cheng-Mazzucato-Nistor)



Sponsors

Department of Mathemtics, Penn State. PSU
Center for Computational and Applied Mathematics, Penn State. CCMA
National Science Foundation. NSF


Photos of McAllister Building courtesy of the Pennsylvania State University © (originals images available at: http://www.math.psu.edu/about/mcallister, http://www.campusmaps.psu.edu/buildings/mcallister.shtml.)