7–9 juil. 2014
Fuseau horaire Europe/Paris
credit: Jean-Philippe CAMBOURNAC, licence CC BY-NC-SA 2.0

After the success of the first ''Young Researchers Meeting on BSDEs, Numerics and Finance'' held in Oxford in 2012, we decided to organize the second one in Bordeaux in July 2014.

This international conference is a friendly meeting of young researchers working on:

  • Backward Stochastic Differential Equations, and the related FBSDE, Reflected BSDE, etc...

  •  Efficient numerical computation in finance and insurance
  • Robust control, risk management and portfolio optimisation in finance and insurance
  • Nonlinear and Imprecise Probability
Commence le
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Europe/Paris
  • Location: IMB, Université de Bordeaux, France
  • Dates and times: Monday 7th July 2014 (14:00) - Wednesday 9th July 2012
  • Who: Young researchers - broadly students and researchers within 10 years of PhD
  • Costs: There is no registration fees. For speakers: lunchs, refreshments, accommodation at the university residence (7th, 8th, 9th July 2014) and the conference dinner are included. A part of travel costs would be also reimbursed, up to an amount that will be defined after. Non-speaker participants are welcome to apply but we may not be able to guarantee the full accommodation subsidy.
  • Registration: directly on the website by 20 April 2014. Confirmation will be sent to all qualifying participants by the beginning of may.
  • Format: 1/2 hour talks and informal conversations, with an explicitly accessible focus.
  • Remark: If some parts of the website are written in french, you can choose the english version on the top-right corner of the website.
  • Organisers: Thomas Lim, Dylan Possamaï, Anthony Réveillac, Adrien Richou
  • Scientific committee: Bruno Bouchard, Romuald Elie, Emmanuel Gobet, Marie-Claire Quenez, Nizar Touzi
  • Sponsors: Institut Louis Bachelier, Natixis, Chaire Risque de crédit, Chaire marchés en mutation, ANR LiquiRisk, Université Paris Dauphine, Université de Bordeaux
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