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The 8th Bachelier Colloquium
on Mathematical Finance and
Stochastic Calculus
                                         January 12-18, 2014


Scientific Program

         Main Topic: New trends in mathematical finance

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

     This year the colloquium is accompanied by The First Bachelier Winter School intended to provide the young researchers a comprehensive information about "hot" topics in mathematical finance.

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