Path-Dependent PDEs and Mean Field Control - SIAM FME Virtual Talk Series

Explore cutting-edge research in financial mathematics and engineering through this SIAM Activity Group on FME Virtual Talk Series presentation. Delve into rough volatility, path-dependent PDEs, and weak rates of convergence with Ofelia Bonesini from Imperial College London. Then, examine sharp convergence rates for mean field control in regions of strong regularity with Joe Jackson from the University of Chicago. Gain insights into advanced topics in applied mathematics, computational science, and financial modeling through expert presentations and Q&A sessions. Enhance your understanding of complex mathematical concepts and their applications in finance and economics.