Mathematical Finance and Stochastic Calculus

PROGRAM:

ABSTRACTS:

Confirmed participants:

Aboura Sofiane (Université Paris Dauphine)
Albrecher Hansjoerg (EPFL, Switzerland)
Alexander Scott (University of Technology, Sydney, Australia)
Ananova Anna (Imperial College, London, UK)
Baptiste Julien (Université Paris Dauphine)
Belak Christoph (University of Kaiserslautern, Germany)
Boguslavskaya Elena (Brunel University, UK)
Burnaev Eugene (Institute of Information Transmission Problems, Moscow, Russia)
Burzoni Matteo (University of Milan, Italy)
Cai Jiatu (Université Paris 7)
Carassus Laurence (Université de Reims)
Cayé Thomas (ETH Zurich, Switzerland)
Chau Ngoc Huy (Université Paris 7)
Choukroun Sébastien (Université Paris 7)
Choulli Tahir (American University of Sharjah and University of Alberta, Canada)
Cont Rama (Imperial College, London, UK)
Corcuera José Manuel (University of Barcelona, Spain)
Crépay Stephane (Université d'Evry)
Cuchiero Christa (University of Vienna, Austria)
Danilova Albina (London School of Economics, UK)
Douady Raphael (Université Paris 1)
Di Tella Paolo (Humboldt University Berlin, Germany)
Ekren Ibrahim (ETH Zurich, Switzerland)
El Karoui Nicole (Université Paris 6)
Ellanskaya Anastasia (Université d'Angers)
Engelbert Hans-Juergen (Friedrich-Schiller University, Jena, Germany)
Feinberg Eugene (SUNY at Stony Brook, USA)
Gainullin Rashit (HSE, Moscow, Russia)
Gonon Lukas (ETH Zurich, Switzerland)
Goulet Clément (Université Paris 1)
Grbac Zorana (Université Paris 7)
Grépat Julien (Université de Grenoble)
Grigorieva Lioudmila (Université de Franche-Comté)
Guo Gaoyue (Ecole polythechnique)
Gushchin Alexander (HSE and Steklov Mathematical Institute, Russia)
Hamadene Said (Université du Maine)
Hamel Andreas (Free University Bolzano-Bozen, Italy)
Harms Philipp (ETH Zurich, Switzerland)
Hinz Juri (University of Technology, Sydney, Australia)
Horvath Blanka (ETH Zurich, Switzerland)
Jaisson Thibault (Ecole polythechnique)
Jeanblanc Monique (Université d'Evry)
Kabanov Youri (Université de Franche-Comté and HSE)
Kijima Masaaki (Tokyo Metropolitan University, Japan)
Kordzakhia Nino (Macquarie University, Sydney, Australia)
Kornprobst Antoine (Université Paris 1)
Kostrov Alexander (HSE, Moscow, Russia)
Kutoyants Yuri (Université du Maine)
Larsson Martin (ETH Zurich, Switzerland)
Lépinette Emmanuel (Université Paris Dauphine)
Lu Yi (Université Paris 6)
Malioutov Michael (Nordeastern University, Boston, USA)
Martynov Gennady (Institute of Information Transmission Problems, Moscow, Russia)
Mastrolia Thibaut (Université Paris Dauphine)
Melnyk Yaroslav (Kaiserslautern University of Technology, Germany)
Mueller Marvin (TU Dresden, Germany)
Munari Cosimo (ETH Zurich, Switzerland)
Muravei Dmitri (HSE, Moscow, Russia)
Muravlev Alexei (HSE and Steklov Institute, Moscow, Russia)
Musiela Marek (Oxford-Man Institute, Oxford, UK)
Necula Ciprian (University of Zurich, Switzerland)
Nguyen Thai (Université de Rouen)
Nguyen Huu Adrien (Ecole des Ponts ParisTech)
Novikov Alexander (University of Technology, Sydney, Australia)
Ortega Juan-Pablo (Université de Franche-Comté)
Owari Keita (University of Tokyo, Japan)
Palamarchuk Ekaterina (HSE, Moscow, Russia)
Pavlov Igor (Rostov-on-Don University of Civil Engineering, Russia)
Peresetsky Anatoly (HSE, Moscow, Russia)
Pergamenshchikov Serguei (Université de Rouen)
Pham Huyen (Université Paris 7)
Presman Ernst (CEMI, Moscow, Russia)
Possamai Dylan (Université Paris Dauphine)
Ren Zhenjie (Ecole polythechnique)
Riga Candia (Scuola Normale Superiore di Pisa, Italy)
Savostyanov Mikhail (HSE, Moscow, Russia)
Schweizer Martin (ETH Zurich, Switzerland)
Seiferling Thomas (University of Kaiserslautern, Germany)
Shevchenko Pavel (CSIRO, Australia)
Shiryaev Albert (Steklov Mathematical Institute, Russia)
Sikic Mario (ETH Zurich, Switzerland)
Song Shiqi (Université d'Evry)
Sonin Isaac (UNC, Charlotte, USA)
Stoyanov Jordan (Newcastle University, UK)
Suzuki Teruyoshi (Hokkaido University, Japan)
Svaluto-Ferro Sara (ETH Zurich, Switzerland)
Tan Xiaolu (Université Paris Dauphine)
Tankov Peter (Université Paris 7)
Teichmann Josef (ETH Zurich, Switzerland)
Touzi Nizar (Ecole polythechnique)
Tran Quoc Tuan (Université Paris Dauphine)
Vaicenavicius Juozas (Uppsala University, Sweden)
Vostrikova Lioudmila (Université d'Angers)
Zhitlukhin Mikhail (HSE, Moscow, Russia)
Zivoi Danijel (ETH Zurich, Switzerland)