Mathematical Finance and Stochastic Calculus

PROGRAM:

ABSTRACTS:

ALBERT SHIRYAEV LECTURE:

Confirmed participants:

*Albosaily Sahar (Université de Rouen)
*Ananova Anna (Imperial College, London, UK)
*Arai Takuji (Keio University, Japan)
*Ararat Cagin (Bilkent University, Turkey)
*Baptiste Julien (Université Paris Dauphine)
*Belak Christoph (University of Trier, Germany)
*Bererezovsky Rostislav (HSE, Moscow, Russia)
*Boguslavskaya Elena (Brunel University, UK)
*Burnaev Eugene (Institute of Information Transmission Problems, Moscow, Russia)
*Carassus Laurence (Université de Reims)
*Cayé Thomas (ETH Zurich, Switzerland)
*Cho Hye-Jin (Université Paris 1)
*Choi Youngna (Montclair State University, USA)
*Choulli Tahir (University of Alberta, Canada)
*Cont Rama (Imperial College, London, UK)
*Corcuera José Manuel (University of Barcelona, Spain)
*Cox Ciaran (Brunel University, UK)
*Crépey Stephane (Université d'Evry)
*Cuchiero Christa (University of Vienna, Austria)
*Czichowsky Christoph (London School of Economics, UK)
*De March Hadrien (Ecole polythechnique)
*Delbaen Freddy (ETH Zurich, Switzerland)
*Deng Shuoqing (Université Paris Dauphine)
*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)
*Galtchouk Leonid (Université de Strasbourg)
*Grbac Zorana (Université Paris 7)
*Guo Gaoyue (Ecole polythechnique)
Grigorieva Lioudmila (Université de Franche-Comté)
*Gusak Julia (Lomonosov Moscow State University, Russia)
*Gushchin Alexander (HSE and Steklov Mathematical Institute, Russia)
*Hamadene Said (Université du Maine)
*Harms Philipp (ETH Zurich, Switzerland)
*Haslip Gareth (JP Morgan Asset Management, London, UK)
*Horvath Blanka (ETH Zurich, Switzerland)
*Jeanblanc Monique (Université d'Evry)
*Kabanov Youri (Université de Franche-Comté)
*Kaishev Vladimir (City University London, UK)
*Kardaras Kostas (LSE, London, UK)
*Kijima Masaaki (Tokyo Metropolitan University, Japan)
*Kordzakhia Nino (Macquarie University, Sydney, Australia)
*Kornprobst Antoine (Université Paris 1)
*Kreinin Alexandre (University of Toronto, Canada)
*Kutoyants Yuri (Université du Maine)
*Lépinette Emmanuel (Université Paris Dauphine)
*Li Xinpeng (Shandong University, China)
*Lin Yiqing (Ecole polythechnique)
*Martynov Gennady (Institute of Information Transmission Problems, Moscow, Russia)
*Melnyk Yaroslav (EPFL, Switzerland)
*Molchanov Ilya (University of Bern, Switzerland)
*Mueller Marvin (TU Dresden, Germany)
*Muravlev Alexei (HSE and Steklov Institute, Moscow, Russia)
*Muromskaya Anastasia (Lomonosov Moscow State University, Russia)
*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)
*Pergamenshchikov Serguei (Université de Rouen)
*Pham Huyen (Université Paris 7)
*Proemel David (ETH Zurich, Switzerland)
*Ren Zhenjie (Ecole polythechnique)
*Rasonyi Miklos (Alfred Renyi Institute, Budapest, Hungary)
*Rueschendorf Ludger (University of Freiburg, Germany)
*Schachermayer Walter (University of Vienna, Austria)
*Schweizer Martin (ETH Zurich, Switzerland)
*Seiferling Thomas (University of Kaiserslautern, Germany)
*Shibata Takashi (Tokyo Metropolitan University, Japan)
*Shiryaev Albert (Steklov Mathematical Institute, Russia)
*Tan Xiaolu (Université Paris Dauphine)
*Tankov Peter (Université Paris 7)
*Teichmann Josef (ETH Zurich, Switzerland)
*Thai Nguen (Universitaet Ulm, Germany)
*Touzi Nizar (Ecole polythechnique)
*Voss Moritz (TU Berlin, Germany)
*Vostrikova Lioudmila (Université d'Angers)
*Xu Weicheng (Shandong University, China)
*Yang Junjian (University of Vienna, Austria)
*Zavalin Mikhail (Brunel university, UK)