Research Options 2026

  • Research in Options 2026

    From December 2 to 6, 2026, FGV EMAp will host the event Research in Options: RiO 2026 (RiO 2026), to be held in person.

    This will be the 21st edition of a highly successful meeting that has been held at IMPA in the past and has brought together a large number of scientists, mathematicians, and practitioners working at the interface of mathematics and finance.

    This event is being sponsored by FGV EMAp, CNPq, FAPERJ, and Bloomberg.

  • About

    The use of sophisticated mathematical tools in financial engineering, ranging from partial differential equations to stochastic analysis and numerical methods, has been growing steadily over the past few decades. On the one hand, mathematical tools and results have impacted the way financial phenomena are modeled and understood, as well as how risk is assessed and managed. On the other hand, the financial industry has been presenting a number of mathematical and computational challenges to researchers.

    This is the twenty-first conference hosted by our Math Finance group on the subject. It is a follow-up to the highly successful previous editions. This year, we will focus on different aspects of mathematical finance, including, but not limited to, option pricing, fixed income, volatility trading, real options, commodities, algorithmic trading, portfolio and risk management

    In 2026, the academic talks will take place from Wednesday to Friday, followed by minicourses on Saturday and Sunday. The minicourses will be aimed at both practitioners and students.

     

    Organizing & Scientific Committee:

    Vinicius Albani - UFRJ, Brazil 
    Bruno Dupire - Bloomberg & NYU, USA
    Sebastian Jaimungal - University of Toronto, Canada
    Yuri Saporito - FGV EMAp, Brazil
    Rodrigo Targino - FGV EMAp, Brazil
    Jorge P. Zubelli - Khalifa University, UAE