News

03/02/2011 : Together with Erhan Bayraktar from University of Michigan, Mihai Sirbu and Gordan Zitkovic are organizing a conference entitled "Stochastic Analysis in Finance and Insurance". It will take place from May 17, 2011 to May, 20, 2011 in Ann Arbor, Michigan. More information can be obtained at here, at the conference website.

09/29/2009 : A new postdoc - Gouliang Wu - has joined our group this Fall. He received his PhD from UC Berkeley, under the joint supervision of Lawrence Evans and Xin Guo. More information about his research interests can be found here.

02/11/2009 : We are organizing a summer school on financial mathematics for advanced undergraduates and first-year graduate students here in Austin, July 19 - August 8, 2009. More information and the application form for the financial aid can be found here.

08/27/2008 : The second WCMF (Western Conference in Mathematical Finance) will take place from November 30 - October 2. For more information, go to the official conference webpage.

08/25/2008 : We are happy to announce that Gerard Brunick has joined our group as a postdoc. He received his PhD from Carnegie Mellon University, under the supervision of Steven Shreve. More information about his research interests can be found here.

02/14/2008 : The scope of the site has expanded a bit. We have decided to use this url as a central point for the Mathematical Finance Group of University of Texas at Austin. Follow 'Members' for links to our members' web sites, publications lists, etc.

08/28/2007 : A refreshed version of our group's web site is finally ready for its debutancy. Click on 'Calendar' to see what is going on in the near future (see who is visiting our Mathematical Finance/Applied Probability seminar, e.g.) or on 'Previous' if you are curious about our activities from previous years. Visitors should go to 'Visitors' (still under construction) for useful practical information.

Starting from this year, the seminar is organized jointly by Thaleia Zariphopoulou, Mihai Sirbu and Gordan Zitkovic. If you have any questions, or if you want to be added to our mailing list, send an e-mail to gordanz@math.utexas.edu.