| 21/01/25 | Natascha Hey | Trading with Concave (Cross) Impact |
| 14/01/25 | Khue Ngoc Tran | Density estimates for jump diffusion processes |
| 09/01/25 | Séminaire commun MATHRISK / LPSM | Université Paris-Cité, Bâtiment Sophie Germain, Salle 0011, |
| 09h20-10h00 : Olivier Guéant | Market-Making Models: Overview and Applications to Precious Metals Markets | |
| 10h00-10h40 : Peter Bank | How much should we care what others know? Jump signals in optimal investment under relative performance concerns | |
| 11h10-11h50 : Julien Guyon | Fast Exact Joint S&P 500/VIX Smile Calibration in Discrete and Continuous Time | |
| 11h50-12h30 : Mathieu Laurière | Deep Learning for Stackelberg Mean Field Games via Single-Level Reformulation | |
| 17/12/24 | Azar Louzi | Multilevel Approximation Schemes for Value-at-Risk and Expected Shortfall |
| 10/12/24 | Etienne Chevalier | Uncovering Marker Disorder and Liquidity Trends Detection. |
| 03/12/24 | Dorinel Bastide | Handling derivatives risks with a one-period network model., Salle F202 |
| 26/11/24 | Jules Delemotte | Smile dynamics and rough volatility |
| 19/11/24 | Journée Labex Bezout | |
| 12/11/24 | Inès Barahhou | A framework to align sovereign bond portfolios with a net zero trajectory, Salle B412 |
| 05/11/24 | Michael Samet | Efficient Fourier Pricing of Multi-Asset Options. |
| 17/10/24 | Florin Suciu | A gradient flow on control space with rough initial condition. |
| 08/10/24 | Anna De Crescenzo | Mean-field control of non exchangeable systems |
| 01/10/24 | Anh Dung Le | Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift |