1-4 septembre 2015
Angers - France
Fuseau horaire Europe/Paris

 An International conference on "Advanced Methods in Mathematical Finance" will take place in Angers, France, from the 1st to the 4th of September 2015.

This conference is devoted to the innovations in the mathematical analysis of financial data, new numerical methods for finance and applications to the risk modeling. The topics selected include risk measures, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. During this manifestation we plan to present new models, new methods and new results in quantitative finance , to include an analysis of new financial products, to give several application-oriented presentation of mathematical finance, to cover  the questions related with actuariat. More specifically, we will give priority to the following topics:

  • Actuariat and Mathematical Finance
  • Analysis of Financial markets with transation costs
  • Microstructure of the  Financial markets
  • High frequency trading in Finance
  • Pricing and hedging in credit risk modelling
  • SDEs and BSDEs in Mathematical Finance
  • Stochastic analysis  and its applications
  • Optimal control and its applications

For  convenience of participants we precise that the arrival day is August 31st, and
you supposed to arrive before 21h30, the time of closing of the conference center.
The conference starts September 1st morning and ends  September 4th evening, and  the departure day is September 5th morning. If you plan to participate for a part of this week, please enter the corresponding dates when you register. To cover a part of  conference expenses we ask a registration fee of 80 euros which can be paid by "bon de commande", or  bank tranfer or credit card (see Registration fee).

 

Commence le
Se termine le
Europe/Paris
Angers - France

Scientific Committee :

 

  • Nicole El Karoui (UPMC)
  • Monique Jeanblanc (Université d’Evry)
  • Youri Kabanov (Université de Besançon)
  • Marek Musiela ( Oxford-Man Institute)
  • Martin Schweizer ( ETH Zurich)
  • Thaleia Zariphopoulou ( University of Texas at Austin)

 


Organization Committee :

 

Loïc Chaumont (Université d’Angers)

Anastasia Ellanskaya (Université d’Angers)

Rodolphe Garbit (Université d'Angers)

Piotr Graczyk (Université d’Angers)

Ying Hu (Université de Rennes)

Frederic Proïa (Université d'Angers)

Lioudmila Vostrikova (Université d’Angers)

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