A writing festival honoring the memory of Peter Carr, our beloved colleague, who passed away on March 1, 2022, is planned for November 11-12, 2022. At the festival, invited colleagues will present papers on the mathematical aspects of finance. Some of these papers will subsequently be published in a special issue of the Frontiers of Mathematical Finance, published by the American Institute of Mathematical Sciences, and issued by the Scientific Association of Mathematical Finance.
Most of the papers will appear in the Gedenkschrift to be published by World Scientific and edited by Robert A. Jarrow and Dilip B. Madan.
The conference is supported by Mathisys Advisors, Jane Street Capital and the Center for Financial Policy at the Robert H. Smith School of Business.
The presentations will take place in the Frank Auditorium and will be either in-person or virtual. Participants wishing to attend in person or virtually are asked to register for the event.
Frank Auditorium, Van Munching Hall, College Park, MD