This workshop intends to bring together researchers in Mathematical Finance, in particular in the areas of econometric models, numerical methods and fundamentals, and set a forum for the exchange of ideas and discuss emerging problems.

The workshop will take place at the Center of Research in Mathematics (CIMAT) from June 13-17, the week before the Stochastic Processes and their Applications Conference, which is taking place at Oaxaca.

We welcome contributions in any of the following fields:


Levy Models in Finance

Numerical Methods (probabilistic and PDEs)

Fundamentals of Mathematical Finance


Confirmed Invited Speakers:

T. R. Bielecki (Illinois Institute of Technology, USA). Abstract

S. Crépey (Université d'Evry, France). Abstract

N. El Karoui (Ecole Polytechnique, France). Abstract

M. Jeanblanc Université d'Evry, France. Abstract

A. Kuznetsov (York University, Canada). Abtract

A. E. Kyprianou (University of Bath, England). Abstract

B. Lapeyre (ENPC, France). Abstract

E. Mordecki (Universidad de la República, Uruguay). Abstract

S. Peng (Shandong University, China). Abstract

M. R. Pistorius (Imperial College London, UK). Abstract

N. Privault (Nanyang Technological University, Singapore). Abstract

M. Rutkowski (University of Sydney, Australia). Abstract



Organizing Committee:

Dra. Begoña Fernández (UNAM)
Dr. Daniel Hernández (CIMAT)
Dr. José Alfredo López-Mimbela (CIMAT)