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SUMMARY:Advanced methods in mathematical finance
DTSTART;VALUE=DATE-TIME:20130902T060000Z
DTEND;VALUE=DATE-TIME:20130907T160000Z
DTSTAMP;VALUE=DATE-TIME:20220816T000210Z
UID:indico-event-22@indico.math.cnrs.fr
DESCRIPTION:\n An international conference on "Advanced methods in math
ematical finance" will take place in Angers\, France from the 2th to the 7
th of September 2013. The conference starts 3th of September morning and e
nds 6th of September evening.\n\n This conference is devoted to the inn
ovations in the mathematical analysis of financial datas\, new numerical m
ethods for finance and applications to the risk modeling. The topics selec
ted include risk measures\, credit contagion\, insider trading\, informati
on in finance\, stochastic control and its applications to portfolio choic
es and liquidation\, models of liquidity\, pricing\, and hedging. During t
his manifestation we plan to present new models\, new methods and new resu
lts in quantitative finance \, to include an analysis of new financial pro
ducts such as exotic derivatives\, to give several application-oriented pr
esentation of mathematical finance\, to cover such topics as pricing and h
edging with default. More precicely\, the following topics will be previle
ged :\n\n \n Additional information and defaultable securities\n
\n Analysis of markets with transation cost\n \n Back
ward stochastic differential equations\n \n High frequency tradi
ng in finance\n \n Modelling of financial market\n \n
Pricing and hedging in credit risk modelling\n \n Stochastic par
tial differential equations\n \n Stochastic analysis and optimal
control for Itô-Lévy processes\n\n\nhttps://indico.math.cnrs.fr/event/2
2/
LOCATION:Angers FRANCE
URL:https://indico.math.cnrs.fr/event/22/
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