This workshop is a joint effort of the Mathematics Department of Universidad de los Andes and the Economics Department of Universidad del Rosario. The event aims to communicate modern theories and help disseminate novel research on the areas of Mathematical Finance and Economics. There will be 4 mini-courses by experienced researchers and contributive talks by young researchers. The event will be held from June 25 to June 28 of 2019 in the campuses of Universidad de los Andes (25 and 26) and Universidad del Rosario (27 and 28).

- Poster -



Short Talks:

    Wednesday 26
  • 9:30 - 10:00 Julian Alberto Pareja Vasseur (EAFIT)
    Title: Quadrinomial Trees to Value Options in Stochastic Volatility Models
  • 10:00 - 10:30 Jhon Freddy Moreno Trujillo (Externado - UNAL)
    Title: Valoración no lineal de derivados financieros en mercados con liquidez estocástica

  • Thursday 27
  • 9:30 - 10:00 Juan Carlos Zambrano (UniValle - URosario)
    Title: Modelos DSGE en tiempo continuo con dinámica de capital discontinua
  • 10:00 - 10:30 Diego Leonardo Hernández (CIMAT)
    Title: Portfolios With Fall Restriction


June 25: Edificio W - Classroom W-102. View map
June 26: Edificio Lleras - Classroom LLeras 304. View map
June 27: 411 Edificio Casur - Sede Claustro. View map
June 28: 411 Edificio Casur - Sede Claustro. View map

List of participants