Tuesday, December 22, 2009

Quantitative Finance at Fields

Whereas the INI programmes are the predecessors for our thematic program in the international stage, quantitative finance has a long lineage at the Fields Institute itself. The Quantitative Finance Seminar Series was established in 1995 and runs two talks at the last Wednesday of each month in the academic year. Its list of previous speakers reads like a veritable who-is-who in mathematical finance in the past 15 years.

In addition, the Institute ran several mini-courses in the area, such as Quantitative Methods for Credit Risk Management and Probability Theory and Modern Finance, as well as
many related scientific meetings, such as the workshop on Probability in Finance, the New Directions in Financial Risk Management conference and the Quantitative Finance Conference on Credit Risk.

In time, financial mathematics became one of the pillars for the Commercial and Industrial Mathematics Program at Fields, an amalgamation of the different activities, courses, seminars and talks connecting the worlds of mathematics and business, including a number of start-up firms fostered by the Institute.

Giving this rich history, it was naturally expected that someone should propose a thematic program on quantitative finance at Fields, and that is what we set ourselves to do back in 2005.

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