1st Eastern Conference on Mathematical Finance

Friday-Sunday, March 18th - 20th, 2016

Department of Mathematical Sciences
Worcester Polytechnic Institute

We gratefully acknowledge critical financial and administrative support from Worcester Polytechnic Institute.

The Eastern Conference on Mathematical Finance (ECMF) aims to bring together researchers in the area of Mathematical Finance at Eastern US schools on a regular basis. Our inaugural meeting at WPI in Worcester Massachusetts will begin at 3pm Friday March 18th, ending early afternoon Sunday 20th.

More photo can be found here.


While the participation is free, we would request that the participants register in advance so that we can adapt the conference venue to suit the expected number of participants.

Schedule and Titles:

Schedule and Titles can be found here. Participants can be found here.

Here is the tentative workshop schedule:



The presentations will take place in Room 104 in Salisbury Labs (SL) and Room 219 in Atwater Kent Labs (AK). SL is building number 29 and AK is building number 4 on this map.

Directions, Parking and Accommodations:


You can find directions here and parking map here.  If you want to use campus parking, please provide all necessary information on the registration form by March 6 and we will mail you your parking permit.

WPI provides an extensive list of nearby hotels, but our recommended hotels are the Marriott Courtyard Worcester and the Hilton Garden Inn Worcester. Both of these are within walking distance of the meeting room, but the Marriott is much closer. Please ask for the preferential WPI rates.

The Worcester Regional Airport (ORH) handles only a small number of flights. Most visitors to Worcester fly into Logan International Airport (BOS) in Boston. Other options include Providence, Rhode Island (PVD), Manchester, New Hampshire (MHT), and Bradley near Hartford, Connecticut (BDL). 

Worcester Airport Limousine (800-660-0992), Knight's Airport Limousine (800-822-5456),  provide door-to-door transport from nearby airports to locations in and around Worcester. Call them to compare pricing. A discounted WPI rate might be available. While Worcester has Amtrak and commuter rail access (from Boston), most people coming from the south prefer to take Amtrak to Providence and then a shuttle (Michael's M&B Shuttle, 978-455-5279) to Worcester. As this route is not regularily served by the shuttle and done only for WPI, do not forget to mention that you are visiting WPI. Worcester his also in the center of an extensive local bus network (Peter Pan Bus and Greyhound).

There are many options for food near campus. WPI's Campus Center offers a small food court with a few mainstream options. Highland Street offers 8 restaurants on a 1/4 mile stretch: Subway, Sahara (Lebanese), Tech Pizza, Sole Proprietor (seafood), Boynton (upscale pub food), Thai Time, Dragon Dynasty (Chinese), Boomers Subs and Pizza. In particular, if you have a car, try out the many restaurants on Shrewsbury Street. Here is a list of area dining.

WPI has Internet access via eduroam, if your home institutions support eduroam you are all set. Alternatively we will provide temporary passwords for internet access at the registration.

Coffee will be served during Breaks. Friday evening's conference dinner has to be paid for by the participants, details will follow. The reception on Saturday evening will include a buffet and a cash bar.

If you need further assistance, please contact ecmf@wpi.edu.

Organizers: Agostino Capponi, Andreea Minca, Ronnie Sircar, Stephan Sturm
Local Organization: Marcel Blais, Weijie Pang, Hyungbin Park, Stephan Sturm, Gu Wang, Xuwei Yang