Frontiers in Stochastic Modelling for Finance
Padua, Italy
02-05 February 2016
Participants
Sessions 7-11
Session 7: Information and Arbitrage
Caroline Hillairet (Polytechnique, France)
Thorsten Schmidt (TU Chemnitz, Germany)
Christophette Blanchet (Centrale Lyon, France)
Claudio Fontana (Paris 7, France)
Session 9: Numerical method:
Andrea Pascucci (Bologna, Italy)
Jérome Lelong (ENSIMAG, France)
Christoph Reisinger (Oxford, England)
Lucia Caramellino (Roma Tor Vergata, Italy)
Session 11: Partial Information and filtering
Claudia Ceci (Pescara, Italy)
Agostino Capponi (John's Hopkins, USA)
Samuel Cohen (Oxford, England)
Ruediger Frey (Leipzig, Germany)
Caroline Hillairet (Polytechnique, France)
Thorsten Schmidt (TU Chemnitz, Germany)
Christophette Blanchet (Centrale Lyon, France)
Claudio Fontana (Paris 7, France)
Session 9: Numerical method:
Andrea Pascucci (Bologna, Italy)
Jérome Lelong (ENSIMAG, France)
Christoph Reisinger (Oxford, England)
Lucia Caramellino (Roma Tor Vergata, Italy)
Session 11: Partial Information and filtering
Claudia Ceci (Pescara, Italy)
Agostino Capponi (John's Hopkins, USA)
Samuel Cohen (Oxford, England)
Ruediger Frey (Leipzig, Germany)
Session 8: Interest Rates and Credit Risk
Christa Cuchiero (Wien, Austria)
Sergio Pulido (Evry, France)
Stefan Tappe (Hannover, Germany)
John Schoenmakers (Berlin, Germany)
Martin Keller-Ressel (Dresden, Germany)
Eberhard Mayerhofer (??)
Session 10: Credit and Counterparty Risk
Ying Jiao (ISFA Lyon, France)
Shiqi Song (Evry, France)
David Skovmand (Aarhus, Denmark)
Antonis Papapantoleon (Berlin, Germany)
Christa Cuchiero (Wien, Austria)
Sergio Pulido (Evry, France)
Stefan Tappe (Hannover, Germany)
John Schoenmakers (Berlin, Germany)
Martin Keller-Ressel (Dresden, Germany)
Eberhard Mayerhofer (??)
Session 10: Credit and Counterparty Risk
Ying Jiao (ISFA Lyon, France)
Shiqi Song (Evry, France)
David Skovmand (Aarhus, Denmark)
Antonis Papapantoleon (Berlin, Germany)