| 15/06/17 | Emmanuelle Clément | Densité en temps petit et propriété LAMN pour une EDS dirigée par un processus alpha-stable, Salle de séminaire du CERMICS |
| 18/05/17 | Alexandre Richard | Premier temps de passage de diffusions fractionnaires et application en neurosciences, Salle de séminaire du CERMICS |
| 11/05/17 | Ngoc Khue Tran | LAN property for some diffusion processes with jumps, Salle de séminaire du CERMICS |
| 04/05/17 | Hadrien De March | Structure des transports martingale, Salle de séminaire du CERMICS |
| 20/04/17 | Pamela Saliba | Le comportement des traders haute fréquence sur Euronext Paris, Salle de séminaire du CERMICS |
| 30/03/17 | Clément Rey | Algorithmes récursifs pour le calcul de mesures invariantes de processus markoviens, Salle de séminaire du CERMICS |
| 23/03/17 | Claude Martini | 3 computations on SSVI, Salle de séminaire du CERMICS |
| 16/03/17 | séminaire commun MATHRISK / LPMA | Salle Jacques-Louis Lions 1, Bat C. |
| 14h45-15h25 : Jean-François Chassagneux | Cubature methods to solve BSDEs: error expansion and complexity control |
| 15h25-16h05 : Antonino Zanette | Hybrid tree-finite difference methods for the Heston and Bates model with stochastic interest rate.
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| 16h35-17h15 : Claudio Fontana | General Dynamic Term Structures under Default Risk
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| 17h15-17h55 : Jacopo Corbetta | Evolution of Wasserstein distance between Markov processes
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| 23/02/17 | Hamza Guennoun | Local volatility models enhanced with jumps, 13h30-14h30, Salle de séminaire du CERMICS |
| 02/02/17 | Daphné Giorgi | Asymptotique des estimateurs Multilevel avec et sans poids, 13h30-14h30, Salle de séminaire du CERMICS |
| 19/01/17 | Matyas Barczy | Asymptotic properties of maximum likelihood estimator
for the growth rate for some jump-type CIR processes, Salle de séminaire du CERMICS |
| 10-13 Jan. 2017 | | Conférence Advances in Financial Mathematics |
| 05/01/17 | Côme Huré | Algorithmic trading in a micro-structural limit order book model, Salle de séminaire du CERMICS |
| 15/12/16 | séminaire commun MATHRISK / LPMA | salle 2015 bâtiment Sophie Germain, Paris Diderot |
| 9h00-9h40 : Ahmed Kebaier | "Improved adaptive multilevel Monte Carlo and applications to finance" |
| 9h45-10h10 : Matteo Basei | "Nonzero-sum stochastic differential games with impulse controls and applications to retail energy markets" |
| 10h45-11h25 : Huyên Pham | "Robust Markowitz portfolio selection with ambiguous volatility and correlation" |
| 11h30-12h10 : Jérôme Lelong | "Pricing American options using martingale bases" |
| 08/12/16 | Leif Döring | Skorokhod embedding for Lévy processes, Salle de séminaire du CERMICS |
| 24/11/16 | Romuald Elie | Mean field games et risque systémique, Salle de séminaire du CERMICS |
| 10/11/16 | Omar El Euch | Characteristic function of rough-Heston model, salle 3B082, Bâtiment Copernic. |
| 13/10/16 | Eduardo Abi Jaber | Stochastic invariance of closed sets with non-Lipschitz coefficients, 15h15-16h15, Salle de séminaire du CERMICS, B214, Bâtiment Coriolis |
| 22/09/16 | séminaire commun MATHRISK / LPMA | Salle Jacques-Louis Lions 1, Bat C. |
| 14h00-14h50 : Benjamin Jourdain | "Existence pour le modèle regime switching local volatility calibré" |
| 15h00-15h50 : Noufel Frikha | "A parametrix approach for first hitting times of one-dimensional elliptic diffusions" |
| 16h20-17h10 : Peter Tankov | "Optimal Importance Sampling for Lévy Processes" |
| 17h20-18h10 : Rui Chen | "Default contagion in financial systems with different recovery and related optimal connectivity problems" |