The Eleventh Bachelier Colloquium on Mathematical Finance and Stochastic Calculus
                                                           January 16-21, 2017

Scientific Program

Topics: arbitrage theory, markets with transaction costs, market microstructure, high speed trading, financial regulations, actuarial models, systemic risk, defaultable securities, optimal stopping, stochastic control, fractional Brownian motion, classical and non-commutative stochastic calculus.

This year the colloquium is an event in the program of the thematic semester of the Bernoulli center at EPFL "Stochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences"