Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences
Event details
| Date | 29.05.2017 › 02.06.2017 |
| Hour | 08:00 › 17:00 |
| Speaker |
Speakers list includes: Hansjoerg Albrecher Francesco Audrino Giovanni Barone Adesi Francesca Biagini Tim Bollerslev Christine De Mol Nicole El Karoui Christian Francq Rüdiger Frey Patrick Gagliardini Eric Ghysels Christian Gouriéroux Marc Hallin Monique Jeanblanc Eric Jondeau Claudia Klüppelberg Siem-Jan Koopman Oliver Linton Andrew Patton Eric Renault Michael Rockinger Jeroen Rombouts Olivier Scaillet Martin Schweizer Albert Shiryaev Peter Tankov Nizar Touzi Carlos Vázquez Cendón Jean-Michel Zakoïan Thaleia Zariphopoulou |
| Location | |
| Category | Conferences - Seminars |
This conference is the last major event of the program “Stochastic dynamical models in mathematical finance, econometrics, and actuarial sciences”. Some of the top researchers in the fields represented in the semester will present their results. The speakers will cover a wide range of topics including stochastic calculus and processes, continuous and discrete time models for financial data and volatility, and applications to asset pricing, risk management, and actuarial problems. These developments have their root in different branches in mathematics and statistics and this conference aims at fostering a constructive interaction between them that will surely contribute in the appearance of innovative applications.
This event includes a Bernoulli Lecture that will be delivered by Professor Darrell Duffie in the afternoon of May 29th.
This event includes a Bernoulli Lecture that will be delivered by Professor Darrell Duffie in the afternoon of May 29th.
Links
Practical information
- General public
- Free
Organizer
- Luc Bauwens (Université catholique de Louvain; SKEMA Business School)
Youri Kabanov (Université de Franche-Comté)
Juan-Pablo Ortega (Universität St. Gallen; Centre National de la Recherche Scientifique - CNRS)
Contact
- Valérie Krier