The First Bachelier Winter School on Mathematical Finance                                          Janvier 19-26, 2014

Scientific Program

Main topic: Lectures on new trends in mathematical finance 

     
1. Actuarial models in financial environment (Nicole El Karoui, Thorsten Rheinlaender, Stephane Loisel). 
2. Markets with transaction costs (Youri Kabanov). 
3. Trading haute fréquence (Mathieu Rosenbaum, Thorsten Rheinlaender, Gilles Pagés, Iosif Itkin). 
4. New results in optimal stopping and disorder problems (Albert Shiryaev).