Summer School in Risk Finance and Stochastics

The 18th e-Summer School in Risk Finance and Stochastics, 6 September - 8 September 2021 is organized by AUEB  (Departments of Accounting & Finance, Business Administration, Statistics and Stochastic Modeling and Applications Laboratory) in collaboration with the University of the Aegean (Departments of Statistics & Actuarial-Financial Mathematics, Financial & Management Engineering).

The school is addressed to postgraduate students, PhD students, postdocs, researchers and practitioners who are interested to stay informed about the latest developments in the field of stochastic finance.

Due to the current situation concerning the COVID 19 pandemic, the standard operation of the Summer School would be difficult, if not impossible. However, trying to stay loyal to our usual annual meeting, we decided to transform the school into e-mode, thus enabling distant participation. Surely, we will lose the joy of meeting, interacting and exchanging views, however, we hope that next year we will be able to get back to our usual modus operandi.

As always, we will have the pleasure and honour of having with us distinguished academics in the field.

The focus of this year school is on the following four topics:

• Decision Theory (Keynote Speaker: Prof. Massimo Marinacci, Universita Bocconi, Milano)

• Corporate Finance (Keynote Speaker: Prof. Grzegorz Pawlina, Lancaster University)

• Machine Learning in Finance (Keynote Speaker: Prof. Joseph Teichmann, ETH Zurich)

• Stochastic Optimal Control (Keynote Speaker: Prof. Gerhard-Wilhelm Weber, Poznan University of Technology)

For more information please see school programme.

There are no fees but interested participants should send a letter of intend to masterst@aueb.gr .