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The Seventh Bachelier Colloquium on Mathematical Finance and
Stochastic Calculus
 
                                              January 13-20, 2013

         Scientific Program

         Main Topic: New trends in mathematical finance

        1. Role of information in 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.

Expecting 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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