Sunday, December 5, 2010

Research in Options Conference

Financial mathematicians around the world know that Rio de Janeiro is the place to be around this time of the year, when IMPA, the premier math institute in Brazil, hosts the aptly named Research in Options conference. To be entirely accurate, the first conference in this series, which took place in 2006, was generically called Mathematics and Finance: from Theory to Practice, but thanks to Bruno Dupire's creative genius, the subsequent events are simply known as RiO 2007, 2008, 2009 and now 2010.

The core program is a mixture of high caliber invited speakers, contributed talks with a lot of local flavor, and short courses aimed at graduate students and practitioners. Apart from that, the warm atmosphere of the conference provides an ideal venue for informal (and sometimes heated) discussions on the abundance of important practical and theoretical problems that flooded our research area in these turbulent times. I like to think of it as the Brazilian response to Davos, with much better views and drinks, complete with our own chair lifts, which clearly put the Swiss's to shame.

Here is a partial visual record of the event:

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