Barcelona, Spain / Summer School  /  July 21, 2025  -  July 25, 2025

Barcelona Summer School of Stochastic Analysis and Quantitative Finance 2025

The fifth Summer School on Stochastic Analysis and Quantitative Finance offers advanced courses. They are aimed at doctoral students and researchers. The event enables young scientists to exchange the latest research results and present them internationally. In addition, the series of summer schools that were organized at »Centre de Recerca Matemàtica« between 2012 and 2018 will be resumed and continued.

Our expert of the department »Financial Mathematics« is on site with a poster entitled »A Shot-Noise Jump-Diffusion Electricity Spot Price Model with Practical Applications«.