Tomasz Bielecki, professor of applied mathematics, and Igor Cialenco, associate professor of applied mathematics, will speak at the 8th World Congress of the Bachelier Finance Society in Brussels, June 2-6. The congress is jointly organized by Katholieke Universiteit Leuven, Universiteit Antwerpen, Universiteit Gent, Université Libre de Bruxelles and Vrije Universiteit Brussel, with the support of the National Bank of Belgium.
Bielecki and Cialenco co-direct IIT’s highly ranked Master’s in Mathematical Finance program, which prepares graduates to work in the global financial market and integrates financial economics, theory of probability and stochastic processes, applied mathematics, computational mathematics and statistics.
Bielecki is an expert in mathematical finance, quantitative methods for risk management in finance and insurance, stochastic control, stochastic analysis, probability and random processes. At the conference, he will speak on “Valuation and Hedging of OTC Contracts with Funding Costs and Collateralization.”
Cialenco, whose areas of expertise include mathematical finance, quantitative methods in fixed income and risk management, stochastic PDEs, statistical inference for stochastic processes, functional analysis and operator theory, will speak on “Dynamic Conic Finance via Backward Stochastic Difference Equations.”
For more information, visit the Bachelier Finance Society website.