During the period of August 20-24, 2022, we are organizing the event "Research in Options: RiO 2022" to be held in person. This year we will be honoring Jorge Zubelli's 60th birthday.

This is the seventeenth edition of a highly successful meeting that has been held at IMPA in the past and had the presence of a large number of scientists, mathematicians, and practitioners working on the interface of mathematics and finance. This time around it will be held at Fundação Getulio Vargas (FGV) in Rio de Janeiro and co-organized with IME UFF and LAMMCA UFSC.

The use of sophisticated mathematical tools in financial engineering ranging from partial differential equations to stochastic analysis and numerical methods has been growing steadily during the past few decades. On the one hand, the mathematical tools and results have impacted the way financial phenomena are modeled and understood, and 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.

Organizing Committee:

- Vinicius Albani (UFSC)
- Marco Avellaneda (NYU, in memoriam)
- Bruno Dupire (Bloomberg)
- Yuri Saporito (FGV EMAp)
- Max O. Souza (UFF)
- Rodrigo Targino (FGV EMAp)
- Jorge P. Zubelli (Khalifa University & IMPA (retired))