Advancing the Field of Quantitative Finance
formerly the IAFE

Event: Conference on Mathematical Finance and Partial Differential Equations at Rutgers University
Date: Friday, November 2, 2012
Heldrich Hotel
10 Livingston Avenue
New Brunswick, NJ

The International Association of Financial Engineers is pleased to endorse


Conference on Mathematical Finance and Partial Differential Equations at
Rutgers University, New Brunswick

We are pleased to announce a conference surveying the latest developments in mathematical finance, computational finance, and partial differential equations, and partially sponsored by the Mathematical Finance Master's Program at Rutgers University, New Brunswick.

Invited Speakers

  • Robert Almgren, Quantitative Brokers and New York University

  • Xin Guo, University of California

  • David Hobson, Warwick University

  • Martin Keller-Ressel, Technische Universitat Berlin

  • Sergei Levendorsku, University of Leicester

  • Victor Nistor, Pennsylvania State University

  • Rafe Mazzeo, Stanford University

  • Camelia Pop, Rutgers University & University of Pennsylvania

  • Philip Protter, Columbia University

  • Gordan Zitkovic, University of Texas at Austin

A continental breakfast (8:00-8:50am) and buffet lunch (12:40-1:50pm) will be provided and all attendees are invited to a cocktail reception at the end of the day.


Contributed Presentations

Up to twenty 15-minute contributed presentations may be accommodated within the schedule and are encouraged from junior academic investigators (Ph.D students, postdoctoral researchers, tenure-track faculty), and industry researchers, and especially encourage presentations by  women and members of traditionally under-represented groups.  

The conference organizers and the institutions that help support the  conference desire that it have as a wide a reach and as significant  an impact as possible.  To this end, we strongly encourage all  speakers not only to allow their presentations to be posted on the conference website, but also to consider contributing a paper based on their talk to a conference proceedings volume.  The organizers are in discussion with a publisher regarding a proceedings volume.


Travel and Registration Support

Our conference is made possible thanks to funding from the National Science Foundation. Partial funding will be available to enable students, postdoctoral researchers, and junior faculty members to participate and NSF especially encourages participation by women and members of traditionally under-represented groups. If you wish to apply for funding, please email your request to the conference administrator ( and include the following information:

  • Last name, first name

  • Email address

  • Academic affiliation

  • Career stage (M.S. or Ph.D. student, postdoc, tenure-track faculty, etc)

  • Advisor name (if Ph.D. student)

  • Contributed presentation title and abstract (optional)

  • Demographic information (optional)

Information and Registration
We especially encourage participation by students, postdoctoral and junior faculty researchers, industry researchers, women, and members of traditionally under-represented groups. Registration discounts are available for students and academic researchers.  For more information, please visit:

For questions or inquiries, please e-mail our conference administrator
Ana Mastrogiovanni
Conference Administrator

Voluntary registration information: When registering for our conference, we ask that participants please provide the following optional demographic information, as this will help us report statistical information to the National Science Foundation, which provides funding for our conference: (a) career stage (for example, undergraduate, M.S., or Ph.D. student; postdoctoral researcher; faculty member and rank), (b) gender, and (c) membership in under-represented groups. All information provided will be kept confidential