| Date | Orateur | Titre |
| 15/06/15 | Stéphane Villeneuve | Optimal exit under moral hazard |
| 21/05/15 | Lukasz Szpruch | Customized projected numerical schemes for SDEs, BSDEs and Robbins-Monro type algorithms
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| 11/05/15 | Plamen Turkjediev | Adaptive importance sampling schemes for backward stochastic differential equations with applications to variance reduction, large investor models, and stochastic optimal control |
| 07/05/15 | Stefano De Marco | On robust hedging of options on VIX |
16/04/15 | Mihail Zervos | 13h30 Optimal execution with multiplicative price impact |
| 09/04/15 | Axel Parmentier | Risk Measures and shortest paths in graphs |
| 02/04/15 | Jacopo Corbetta | General smile asymptotics and a multiscaling stochastic volatility model |
| 26/03/15 | Rémi Rhodes | Autour des processus multifractals |
| 16/03/15 | Arnaud Lionnet | Time-discretization of BSDEs with polynomial growth driver. |
| 09/02/15 | Iacopo Mastromatteo | Market microstructure and large dimensions |
| 05/02/15 | Stéphane Crépey | Bsdes of counterparty risk and invariant times |
| 29/01/15 | Etienne Chevalier | Indifference pricing of variable annuities |
| 22/01/15 | Emmanuelle Clément | 15h00 Couplage trajectoriel optimal entre une diffusion et son schéma d'Euler. |
| 12/01/15 | Roxana Dumitrescu | Dynamic programming principle for combined optimal stopping and stochastic control with f-conditional expectations. |
| 08/01/15 | Stefano Pagliarani | 14h45 Intrinsic Taylor formula for Kolmogorov-type homogeneous group |
| 18/12/14 | Clément Rey | Approximation de semigroupes markoviens
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| 08/12/14 | Céline Labart | Simulation of doubly reflected BSDEs with jumps and RCLL barriers. |
| 04/12/14 | Adrien Nguyen Huu | Two problems of stopping with games |
| 27/11/14 | Kaouther Hajji | Importance Sampling and Statistical Romberg Method for Levy processes |
| 17/11/14 | Pierre Henry-Labordère | Méthodes numériques avec processus de branchement. |
| 13/11/14 | Anis Al Gerbi | Ninomiya-Victoir scheme: asymptotic error distributions and multilevel Monte-Carlo |
| 06/11/14 | Richard Fischer | Copule d'entropie maximale pour les statistiques d'ordre. |
| 16/10/14 | Pierre Blanc | Dynamic optimal execution in a mixed-market-impact Hawkes price model. |
| 06/10/14 | Agnès Sulem | Control of interbank contagion under partial information. |