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The Sixth Bachelier Colloquium on Mathematical Finance and
Stochastic Calculus
                                              January 15-22, 2012

         Scientific Program

         Main Topic: Actuarial and financial models

        1. Actuarial models with risky investments.
2. Markets with transaction costs.
3. Market microstructure.
4. Benchmark approach.
5. High speed trading.
6. Market viability.
7. Equilibrium models.
8. Fractional Brownian motion.
9. Defaultable securities.

Forseeing a number of postgraduate students and young researchers attending the colloquium, we organize its work around a series of introductory lectures given by prominent scholars accompanied by more specific contributions.

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