Friday, June 10, 2011

California dreamin'

Ok, not so much dreaming as attending a very nice conference at USC earlier this week. The WCMFs started as a mainly local affair in 2007 in Stanford, but has grown steadily to become a recognizable event in the international scene.

For me the highlight of the conference was the opening talk by George Papanicolaou, who spoke about an elegant mean field approach to systemic risk. It was the first time I met him in person, and I was impressed by his extensive knowledge of economics, including some relatively obscure references that are not in the radar screen of most mathematicians.

Unfortunately I had to leave sunny California before the BSDE feast even started, but I'm sure it was equally enjoyable.

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