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Europe/Paris

Angers - France
#### Angers - France

Description

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).

Participants

- Albina Danilova
- Alexander Slastnikov
- ANTHONY REVEILLAC
- Emmanuel Lépinette
- Ernst Eberlein
- Ernst Presman
- Hans-Jürgen Engelbert
- Hao Xing
- HASSAN OMIDI FIROUZI
- Huaizhong Zhao
- Huyên PHAM
- Hélène Guérin
- Junjian YANG
- Juri Hinz
- Konstantin Borovkov
- Kostas Kardaras
- Lingqi Gu
- Marco Frittelli
- Marek Musiela
- Martin Schweizer
- Masaaki Kijima
- Michael Schmutz
- Michael Tehranchi
- Mihail Zervos
- Mikhail Zhitlukhin
- Monique Jeanblanc
- Nicole El Karoui
- Nizar Touzi
- Peng Luo
- Peter Imkeller
- Qi Zhang
- Romuald ELIE
- said hamadene
- Stefan Ankirchner
- Tahir Choulli
- Takashi Shibata
- Teruyoshi Suzuki
- Thorsten Rheinlander
- Wolfgang Runggaldier
- xin guo
- Ying Hu
- Yiqing LIN
- Zorana Grbac

Contact