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5th Barcelona Summer School of Stochastic Analysis and Quantitative Finance

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Advanced course / School
From July 21, 2025
to July 25, 2025

Registration includes coffee breaks, gala dinner and guided visit.

PRESENTATION

The goal of the summer school is to offer advanced courses on topics of interest to the research group, taught by professors of recognized prestige, and aimed at doctoral students, postdoctoral fellows and researchers. The activity is interesting for the research group because it allows us to keep in touch with the most current research, offer training to our PhD students and young researchers and project ourselves internationally. In addition, it also helps the international projection of research in Stochastic Analysis and Mathematics in Catalonia. On other hand, we want to recover and resume the series of summer schools that we organized at CRM between 2012 and 2018, and that was stopped because of the pandemic.

DESCRIPTION

These will be the courses:

  1. Rough Volatility
  2. Signatures in Stochastic Finance
  3. Analysis and discrete geometry Weather Derivatives

Organising & Scientific Committee

Elisa Alòs | Universitat Pompeu Fabra
José Manuel Corcuera | Universitat de Barcelona
Carlos Escudero | UNED
Luis Ortiz | Universitat de Barcelona
Rafael de Santiago | IESE
Wim Schoutens | KU Leuven
Josep Vives | Universitat de Barcelona

Lecturers

Masaaki Fukasawa | Osaka University
Christian Bayer | Technical University Berlin
Fred E. Benth | Oslo University

POSTER SESSION INFORMATION

Participants have the option to contribute with a poster or an oral presentation. Posters have to measure 841cm x 1189cm (A0 vertical orientation).

To apply, please select the relevant option during the registration process.

  • Deadline: June 20, 2025
  • Resolutions will be sent by June 27, 2025

LIST OF PARTICIPANTS

Name Institution

INVOICE/PAYMENT INFORMATION

IF YOUR INSTITUTION COVERS YOUR REGISTRATION FEE: Please note that, in case your institution is paying for the registration via bank transfer, you will have to indicate your institution details and choose “Transfer” as the payment method at the end of the process.

UPF | UB | UPC | UAB

*If the paying institution is the UPF / UB/ UPC / UAB, after registering, please send an email to comptabilitat@crm.cat with your name and the institution internal reference number that we will need to issue the electronic invoice. Please, send us the Project code covering the registration if needed.

Paying by credit card

IF YOU PAY VIA CREDIT CARD but you need to provide the invoice to your institution to be reimbursed, please note that we will also need you to send an email to comptabilitat@crm.cat providing the internal reference number given by your institution and the code of the Project covering the registration (if necessary).

LODGING INFORMATION

ON-CAMPUS AND BELLATERRA

BARCELONA AND OFF-CAMPUS 

 

For inquiries about this event please contact the Scientific Events Coordinator Ms. Núria Hernández at nhernandez@crm.cat​​

 

scam warning

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Please remember:
i) CRM never uses third parties to do our administration for events: messages will come directly from CRM staff
ii) CRM will never ask participants for credit card or bank details
iii) If you have any doubt about an email you receive please get in touch