Personal Information
 
  Research Interests
   
 

Professional Experience

 
 

Talks

 
  Students
   
  Publications
 
 

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..................................Collaborations

Participation in international projects:

Scientific director of International Laboratory of Quantitative Finance, Higher School of Economics, Moscow (2013 - 2015)

Joint papers with:

A.Shiryaev (Moscow), R. Liptser (Tel-Aviv),
A. Skorokhod (East Lansing), I. Evstigneev (Manchester),
T. Belkina (Moscow), G. Arsenishvili (Tbilisi),
T. Björk (Stockholm), B. Bouchard (Paris),
F. Delbaen (Zurich), G. Di Masi (Padua), K. El Bitar (Beirut),
H. Föllmer (Berlin), A. Frolova (Moscow),
G. Grépat (Paris), K. Kardaras (London), M. Kijima (Kyoto),
C. Klüppelberg (Munich), D. Kramkov (Pittsburg),
G. Last (Karlsruhe), E. Lépinette (Paris),
Yu. Mishura (Kiev), R. Mokbel (Beirut),
S. Pergamenchtchikov (Rouen), E. Presman (Moscow),
W. Runggaldier (Padua), M. Rasonyi (Budapest), S. Rinaz (Tokyo),
M. Safarian (Berlin), L. Sakhno (Kiev), S. Song (Paris),
Ch. Stricker (Besançon), N. Touzi (Paris),
J. Stoyanov (Newcastle), E. Valkeila (Helsinki)

 
 


Editorial Activity

Member of Advisory Board of Finance and Stochastics

Member of Editorial Board of Probability Theory and Its Applications

Member of Editorial Council of Systems and Means of Informatics

Member of Editorial Council of Informatics and Applications

Member of Editorial Board of Statistical Inference for Stochastic Processes (1999-2013)

Member of Editorial Board of Rendicotti del Seminario Matematico
della Università di Padova (2003-2008)

Member of Editorial Board of Annals of Applied Probability
(2000-2005)

 

 


Organization of Conferences

The Bachelier Colloquium in Mathematical Finance,
Besançon, 29-31.03 2000.
Co-organizers: J.-M. Courtault, Ch. Stricker.

The 2nd Bachelier Colloquium in Stochastic Calculus and Mathematical  Finance, Métabief, 9-15.01 2005.
Co-organizers: J.-M. Courtault, Ch. Stricker. webpages

The 3rd Bachelier Colloquium in Stochastic Calculus and Mathematical  Finance, Métabief, 6-13.01 2008.
Co-organizers: J.-M. Courtault, Ch. Stricker. webpages

The 4th Bachelier Colloquium in Stochastic Calculus and Mathematical  Finance, Métabief, 24-31.01 2010.
Co-organizers: B. Andreianov, U. Franz. webpages

The 5th Bachelier Colloquium in Stochastic Calculus and Mathematical  Finance, Métabief, 16-23.01 2011.
Co-organizers: B. Anreianov, J. Grépat, J.-P.Ortega. webpages

The 6th Bachelier Colloquium in Stochastic Calculus and Mathematical  Finance, Métabief, 15-22.01 2012.
Co-organizers: J. Grépat, J.-P.Ortega. webpages

The 7th Bachelier Colloquium in Stochastic Calculus and Mathematical  Finance, Métabief, 13-20.01 2013.
Co-organizers: J. Grépat, J.-P.Ortega, D.Varron. webpages

The 8th Bachelier Colloquium in Stochastic Calculus and Mathematical  Finance, Métabief, 12-18.01 2014.
Co-organizers: J. Grépat, L. Grigorieva, J.-P.Ortega. webpages

The First Bachelier Winter School in Mathematical  Finance, Métabief, 19-26.01 2014.
Co-organizers: J. Grépat, L. Grigorieva, J.-P.Ortega. webpages

The 9th Bachelier Colloquium in Stochastic Calculus and Mathematical  Finance, Metabief, 11-18.01 2015.
Co-organizers: J. Grépat, L. Grigorieva, J.-P.Ortega. webpages

The 10th Bachelier Colloquium in Stochastic Calculus and Mathematical  Finance, Metabief, 17-24.01 2016.
Co-organizers: E. Lépinette, J.-P.Ortega. webpages

The 11th Bachelier Colloquium in Stochastic Calculus and Mathematical  Finance, Metabief, 15-21.01 2017.
Co-organizers: E. Lépinette, J.-P.Ortega. webpages



 
 
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