Institute for Mathematical Statistics – Finance, Probability and Statistics workshop (IMS-FPS-2014)

This is the Fourth workshop for a recently formed, under the auspices of the Institute for Mathematical Statistics (IMS), special interest group “Finance, Probability and Statistics” (FPS). The event is a satellite of the joint Australian Statistical Conference/IMS Annual meeting, to be held 7-10 July 2014 in Sydney, Australia. The first IMS-FPS workshops were held in 2011 at Columbia University, in 2012 at the University of California at Berkeley and in 2013 at the National University of Singapore, respectively. By bringing together leading academic experts, practitioners and junior researchers, the workshop will highlight important contributions to mathematical finance made through the use of statistics and probability, and identify emerging directions where statistics and probability will play an essential role in the future.