Labex Louis Bachelier - SIAM-SMAI Conference on Financial Mathematics:
Advanced Modeling and Numerical Methods
A four days closing conference will be organized on June 17 to 20, 2014, jointly with SIAM and SMAI.
It will mainly focus on:
- Robust Hedging and Uncertainty
- Model Approximation and Numerical Methods
- Advanced Modeling and Market Microstructure
- Systemic Risks
The conference will take place in the Amphithéâtre Buffon of University Paris 7
(15 rue Hélène Brion, Paris 13th). It will start at 9.30am on Tuesday 17 and end on Friday 20 afternoon.
Participation is free but you have to register by sending an email to ModelsRisks@gmail.com
containing you name, position and affiliation. The title of your email should be «Registration to the conference». Registrations are now closed for non local participants.
- Bruno Bouchard (University Paris-Dauphine and ENSAE-ParisTech)
- Romuald Elie (University Paris-Est Marne La Vallée)
- Emmanuel Gobet (Ecole Polytechnique)
- Anis Matoussi (University of Le Mans)
- Peter Tankov (University Paris Diderot - Paris 7)
- Ronnie Sircar (Princeton)
- Valerie Vervisch (Ecole Polytechnique)