Research in Options 2026 (RiO 2026)

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

This will be the 21st edition of a highly successful meeting organized by our Math Finance group. Previously held at IMPA, the event brings together scientists, mathematicians, and practitioners working at the interface of mathematics and finance.

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 presented researchers with a number of mathematical and computational challenges.

Research in Options 2026 will continue the tradition of the highly successful previous editions. This year, the event 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 management, 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.

The event is supported by FGV EMAp, CNPq, FAPERJ, and Bloomberg.

Organizing and 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

Event Venue:

Praia de Botafogo, 190 – 12th-floor Auditorium

Contact: researchinoptions@fgv.br

Website: https://eventos.fgv.br/research-options-2026

* Important: in the event of non-attendance, the registration fee will be non-refundable.