Friday, November 4, 2011

A week to remember

It took me an entire week to recover from the last one:

- from Tuesday to Friday we had Raghu Varadhan giving the Britton Lectures at McMaster. He spoke about large deviations, which sent me down memory lane, as this was the subject of the first research seminars I gave as a PhD student. One of these days I should read his notes on PDE for Finance.

- on Wednesday night I had the honour to speak at the Quantitative Finance Seminar Series at Fields alongside Bill Janeway, from whom I always learn a great deal.

- on Friday I attended the first day of a Risk Forum at Fields. Apart from the interesting talks and discussions I had a chance to meet the CEO of the new Global Risk Institute in Toronto, which looks like a promising venue for exploring out-of-the-box research ideas in financial mathematics.

It was good to relax for the past few days after that.

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