MULTIYEAR PROGRAM
CONFERENCE
Advances in Stochastic Analysis for Handling Risks in Finance and Insurance
Développements récents en analyse stochastique pour la gestion des risques en finance et assurance
11 – 15 September 2023
Scientific Committee
Comité scientifique
René Carmona (Princeton University)
Patrick Cheridito (ETH Zürich)
Monique Jeanblanc (Université d’Evry Val d’Essonne)
Mike Ludkovski (University of California Santa Barbara)
Nizar Touzi (Ecole Polytechnique)
Organizing Committee
Comité d’organisation
Bruno Bouchard-Denize (CEREMADE – Université Paris-Dauphine)
Jan Obłój (University of Oxford)
Martin Schweizer ( ETH Zürich)
IMPORTANT WARNING: Scam / Phishing / SMiShing ! Note that ill-intentioned people may be trying to contact some of participants by email or phone to get money and personal details, by pretending to be part of the staff of our conference center (CIRM). CIRM and the organizers will NEVER contact you by phone on this issue and will NEVER ask you to pay for accommodation/ board / possible registration fee in advance. Any due payment will be taken onsite at CIRM during your stay.
This workshop is the third of a series of three dedicated to advances in stochastic analysis in the context of applications to economics and mathematical finance. It will focus on mathematical models for financial systems of interacting agents. Such models often involve graph or network structures and game theoretical aspects, and in particular mean-field games. This workshop will bring together experts from mathematical finance and specialists of these fields.
SPEAKERS
to be announced
SPONSORS
