We would like to alert you about the upcoming Winter School on Mathematical Finance, which will be held between the 20th and the 22nd of January 2025 in Soesterberg. In short there will as always be two mini courses:

• Antoine Jacquier (Imperial College) – Quantum Computing in Quantitative Finance
• Frank Riedel (University of Bielefeld) – Knightian Uncertainty

The special invited lectures will this time be given by:

• Zorana Grbac (University of Paris-Diderot) – Modeling of overnight and term interest rates after the Libor transition
• Birgit Rudloff (Vienna University of Economics and Business) – Epic Math Battles: Nash vs Pareto
• Sara Svaluto-Ferro (University of Verona) – Tractable infinite dimensional models: theory and applications

Finally, short lectures will be given by:

• Kristoffer Herbert Andersson (University of Verona) – Robust deep FBSDE methods
• Zhipeng Huang (Utrecht University) – Generalized convergence for the Deep BSDE method
• Balint Negyesi (TU Delft) – A Deep BSDE approach for the simultaneous pricing and delta- gamma hedging of large portfolios consisting of high-dimensional multi- asset Bermudan options
• Jasper Rou (TU Delft) – A time-stepping deep gradient flow method for option pricing

For more details on the event such as abstracts of the talks and details on how to register, we refer you to the event page.