Stephan Sturm

Associate Professor
Department of Mathematical Sciences
Salisbury Laboaratories 405B
Worcester Polytechnic Institute
100 Institute Road
Worcester, MA 01609-2280

Fon: + 1 / 508 / 831 - 5921
Fax:  + 1 / 508 / 831 - 5824

Office hours: Monday 5:00-5:50pm, Tuesday 12:00-12:50pm, Thursday 1:00-1:50pm, Friday 3:00-3:50pm.

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Forthcoming and Recent Talks and Visits

  • 09/15/21             Financial Mathematics Seminar, Princeton University, Princeton, NJ
  • 06/22-23/20        Virtual Workshop on Financial Mathematics and Stochastic Analysis, Instituto de Ciencias Matemáticas ICMAT, Madrid, Madrid, Spain (virtual; video available)
  • 04/29/20             Quantitative Finance Seminar, The Fields Institute, Toronto, ON (virtual; video available)
  • 02/03/20             IAQF Thalesians Seminar, Fordham Gabelli School of Business, New York, NY
  • 12/06/19             Seminar, Business School, Southern University of Science and Technology (SUSTech), Shenzhen, China
  • 10/17/19             Seminar on Financial Mathematics, Department of Mathematics, The Hong Kong University of Science and Technology, Hong Kong
  • 07/09-23/19        Value Adjustments for Derivative Pricing: A Replication Approach via BSDEs (Lecture Series), Seoul National University, Seoul, Korea
  • 07/05/19             Workshop on Financial Mathematics and Engineering, Seoul National University, Seoul, Korea
  • 06/05-08/19        SIAM Conference on Financial Mathematics and Engineering 2019, Session on Robust Methods in Finance, Toronto, ON
  • 05/07/19             Seminario de Matemática Aplicada, Universitad Autónoma de Madrid, Madrid, Spain
  • 04/22/19             Mathematical Finance Colloquium, University of Southern California, Los Angeles, CA
  • 04/13-14/19        AMS Eastern Sectional Meeting, Special Session on Financial Mathematics, Hartford, CT
  • 03/05/19             Post/Doctoral Seminar in Mathematical Finance, ETH Zurich, Zurich, Switzerland
  • 03/04/19             IDP Kolloquium, ZHAW, Winterthur, Switzerland

  • Stephan Sturm, 03/17/23