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. 

     Both events fall into the scope of "Trimesters at LMB", cycles of scientific events financially supported by Conseil Régional de Franche-Comté.