Advanced Methods in Mathematical Finance
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Welcome


An international conference on "Advanced methods in mathematical finance" will take place in Angers, France from the 2th to the 7th of September 2013. The conference starts 3th of September morning and ends 6th of September evening.

This conference is devoted to the innovations in the mathematical analysis of financial datas, new numerical methods for finance and applications to the risk modeling. The topics selected include risk measures, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. During this manifestation we plan to present new models, new methods and new results in quantitative finance , to include an analysis of new financial products such as exotic derivatives, to give several application-oriented presentation of mathematical finance, to cover such topics as pricing and hedging with default. More precicely, the following topics will be previleged :

  • Additional information and defaultable securities
  • Analysis of markets with transation cost
  • Backward stochastic differential equations
  • High frequency trading in finance
  • Modelling of financial market
  • Pricing and hedging in credit risk modelling
  • Stochastic partial differential equations
  • Stochastic analysis and optimal control for Itô-Lévy processes
    
    

Articles in this section


Organising Committee (Welcome)

Tuesday 8 January 2013 by Lioudmila Vostrikova
Loïc Chaumont (Université d’Angers) Anastasija Ellanskaya (Université d’Angers) Piotr Graczyk (Université d’Angers) Said Hamadène (Université du Mans) Ying Hu (Université de Rennes) Anis Matoussi (Université du Mans) Lioudmila Vostrikova (Université (...)


Scientific Committee (Welcome)

Tuesday 8 January 2013 by Lioudmila Vostrikova
Monique Jeanblanc (Université d’Evry) Nicole El Karoui (Université Paris 6) Marc Yor (Université Paris 6) Youri Kabanov (Université de Besançon) Thaleia Zariphopoulou ( Oxford-Man Institute of Qantitative Finance)


List of Participants (Welcome)

Tuesday 8 January 2013 by Lioudmila Vostrikova
Latifa Aitoutouhen (Université Abdel malik Essaâdi,Tanger, Algeria) Achref Bachouch (Université du Mans, France) Bruno Bouchard (Université Paris- Dauphine, France) LoÏc Chaumont (Université d’Angers, France) Stéphane Crépey (Université d’Evry, France) Min Dai (National University of Singapore, Singapore) (...)


Schedule (Welcome)

Tuesday 8 January 2013 by Lioudmila Vostrikova
Schedule and slides Tuesday, September 3th 8:30 - 9:00 Welcome 9:00 - 9:40 Masaaki KIJIMA Credit-Equity modeling under a Latent Lévy Firm Process. [Slides] 9:40 - 9:50 Break 9:50 - 10:30 Albina DANILOVA Risk aversion of market makers and asymmetric (...)


Practical information (Welcome)

Tuesday 8 January 2013 by Lioudmila Vostrikova
The town of Angers is located in the West of France, near the river Loire. Agrandir le plan To get to Angers from abroad: either fly to Paris Roissy Charles de Gaulle Airport. Then get a train from Roissy Charles de Gaulle Airport to Angers Saint Laud station. (The line is direct from the (...)


Registration (Welcome)

Thursday 28 February 2013 by Lioudmila Vostrikova
The registration is now closed