Organizers: Timothy Johnson (Heriot-Watt), Alexander McNeil (Heriot-Watt),
Rodrigo Guimaraes (BoE), David Hobson (Warwick), Philip Treleaven (UCL)
CMI Enhancement and Partnership Program
One persistent theme in the history of mathematics is the close relationship between the subject and finance. From the Babylonians, through Fibonacci and then Stevin, Pascal, Fermat, Huygens, Bernoulli and Bachelier the development of mathematics has often been based on solving problems in finance. The series of financial crises following 2007 have highlighted the need for novel mathematics to address the increasingly complex problems of finance. The aim of this conference is to encourage mathematicians, from a wide range of backgrounds, to address important societal issues in relation to the operation of modern markets.