Mathematical Modelling in Finance: Remembering Marco Avellaneda


Location: Wasserman Center 2nd Floor

Date: April 18, 2024, 8:30 a.m.

Prof. Marco Avellaneda (1955–2022) was a leading figure in the development and dissemination of  advanced mathematical modelling techniques in finance. 

This one-day workshop will bring together some of Marco’s friends and collaborators to discuss advances in quantitative finance and the influence of Marco’s contributions.


Rama Cont (University of Oxford )

Andrew Papanicolaou (North Carolina State University)

Bruno Dupire (Bloomberg)

Steve Heston (University of Maryland)

Mike Lipkin (NYU Tandon)

Sasha Stoikov (Cornell University)

Nassim Taleb

Jorge Zubelli (Khalifa University)

Thursday, 18 April 2024
Wasserman Center, New York University
133 East 13th Street, 2nd Floor
New York 10003

Click here to view the workshop program.

Registration is free but required. Click here to register.