Conferences - Seminars

  Monday 29 May - Friday 2 June 2017 08:00 - 17:00 BI A0 448

Final Conference - Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences

By     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

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.

Organization 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

Accessibility General public

Admittance Free