PIMS Summer School in Mathematical Finance

  • Start Date: 06/25/2016
  • End Date: 07/06/2016

University of Alberta


The summer school has two themes:

1. Informational and Imperfect Financial Markets (June 25 to June 29)

2. Market Microstructure and Algorithmic Trading (July 2 to July 6)


The first part of the summer school takes place parallel to the CAIMS Annual Meeting. The summer school is followed by the Sixth International IMS-FIPS Workshop, which takes place July 7-9, also at the University of Alberta in Edmonton. 


  • Christoph Frei
  • Tahir Choulli
  • Alexander Melnikov

US partner: Jean-Pierre Fouque

Other Information: 

Lecture abstracts can be found here.


There will be partial financial support for graduate students and postdoctoral fellows on a competitive basis, please see the registration page for more details.


There will be sessions for contributed talks at both the IMS-FIPS Workshop and the PIMS Summer School. We welcome submissions from all participants, but we plan that each person can give a talk only on either the IMS-FIPS Workshop or the PIMS Summer School, with the exception of the lecturers of the summer school. Submission deadline for contributed talks is April 30, 2016. Decisions on the schedule will be announced shortly afterwards. Funding decisions for the summer school are independent from submissions for contributed talks.Please click here to submit your proposal for a contributed talk.


For more information on this event, including registration details, please visit The PIMS Summer School 2016 in Mathematical Finace website.



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Full scientific report available here.