Plenary talks:
- Yacine Aït
Sahalia, Princeton University :
The Fine Characteristics of Jumps and Volatility in High Frequency Financial Data - Damiano Brigo,
Fitch Solutions :
Credit Derivatives pre- and in-crisis: Dynamical models implying armageddon scenarios and extreme losses - Rama
Cont, CNRS & Columbia University :
Too interconnected to fail: contagion and systemic risk in financial networks - Min Dai, National University of Singapore :
Numerical Methods for Portfolio Selection with Transaction Costs - Pierre Henry-Labordère, Société Générale :
Numerical Methods for Non-Linear Problems in Quantitative Finance - Arturo Kohatsu-Higa, University of Osaka :
Approximations for SDE's driven by Lévy processes
Parallel sessions talks:
- Michael Aichinger
- Michele Bonollo
- Jean-François Chassagneux
- Nan Chen
- El Hadj Aly Dia
- Peter Dobranszky
- Nikolai Dokuchaev
- Jochen Dorn
- Gonçalo Dos Reis
- Antonio Falco
- Fang Fang
- Noufel Frikha
- Florence Guillaume
- Jean Hu
- Junbo Huang
- Christoph Kaebe
- Reiichiro Kawai
- Abdul Khaliq
- Ioannis Kyriakou
- Joan-Andreu Lazari-Cami
- Han Lee
- Tony Lelièvre
- Jérôme Lelong
- Azmi Makhlouf
- Jan Maruhn
- Mohamed Miri
- Mohamed Mnif
- Stefanie Müller
- Orlando Oliveira
- Juan-Pablo Ortega
- Nathalie Packham
- Sergio Polidoro
- Abass Sagna
- Mohamed Sbai
- Peter Tankov
- Josef Teichmann
- Gabriel Turinici
- Michel Vellekoop
- Ekaterina Voltchkova
- Benedikt Wilbertz
- Uwe Wystup
- Antonino Zanette
We thank AMAMEF and mathfinance.com for advertisement.
