Thursday, May 15, 2008

Stochastic Analysis and Mathematical Finance - Ascona - May 19-23, 2008

Sixth Seminar on Stochastic Analysis, Random Fields and Applications
May 19 - May 23, 2008
Centro Stefano Franscini, Ascona, Switzerland


Stochastic partial differential equations and random fields
Stochastic analysis and mathematical finance
Energy, climate and finance

New Directions in Quantitative Finance - Paris, May 19-21, 2008

New Directions in Quantitative Finance - Paris, May 19-21, 2008


Reid Hall, Paris ( France ) 19-21 May 2008

This workshop will bring together leading international experts and young researchers to discuss emerging issues in derivatives modeling, portfolio optimization and risk management.

This 3-day workshop will consist of plenary talks with ample discussion time to stimulate interaction between participants and ignite collaborations between US and French researchers.

Topics include: derivative pricing and hedging, risk measurement, credit risk modeling, portfolio optimization, Monte Carlo methods in finance, quantitative modeling in corporate finance.


List of speakers:

René Aid (Electricité de France)
Marco Avellaneda (New York University)
Bruno Bouchard (Université de Paris Dauphine)
Yann Braouezec (Ecole Sup. d'Ing. Léonard de Vinci)
Mark Broadie (Columbia University)
Luciano Campi (Université de Paris Dauphine)
Bruno Dupire (Bloomberg LP)
Umut Cetin (London School of Economics)
Stephane Crepey (Universite d'Evry)
Romain Deguest (Columbia University/Ecole Polytechnique)
Romuald Elie (Université de Paris Dauphine)
David Fournie (Columbia University)
Alfred Galichon (Ecole Polytechnique)
Paul Glasserman (Columbia University)
Emmanuel Gobet (InP Grenoble - ENSIMAG)
Jun-ya Gotoh (Tsukuba University)
Pierre Henry-Labordère (Société Générale)
Ying Jiao (Ecole Sup. d'Ing. Léonard de Vinci)
Jean-Michel Lasry (Calyon)
Andreea Minca ( Ecole Polytechnique )
Amal Moussa (Columbia University)
Serguei Novak (Middlesex University)
Olivier Pironneau (Universite de Paris 6)
Peter Tankov (Université Denis Diderot)
Stan Uryasev (University of Florida)
Ekaterina Voltchkova (Université de Toulouse)


Registration is free but limited to 100 participants.

Please register online at