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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