From June 27-30, 2025, the 10th International Symposium on Backward Stochastic Differential Equations was held at Shandong University's Qingdao Campus.

Hosted by Shandong University's Center for Interdisciplinary Mathematical Sciences, with Academician Peng Shige providing academic guidance, the symposium brought together over 200 scholars from 26 countries, featuring 6 plenary talks and over 160 parallel session presentations. The Quantitative Finance Research Center (QFRC) participated in the organization, with Prof. Lin Yiqing and Prof. Luo Peng serving as session chairs for "Stochastic Analysis and Quantitative Finance" and "Mean Field Games" respectively, moderating numerous cutting-edge discussions. In the academic presentation sessions, QFRC Academic Director Prof. Samuel Drapeau presented "Carbon: Tax versus Cap-and-Trade," and Prof. Luo Peng delivered a talk on "Linear-Quadratic Extended Mean Field Games with Common Noises."

The Quantitative Finance Research Center will continue to deepen frontier research in quantitative finance theory and actively engage with the global academic community, translating rigorous theoretical results into core drivers of sound financial market development through sustained scholarly exchange.