Frontiers in Stochastic Modelling for Finance
Session 1: Stochastic Control
Agnes Sulem (INRIA, France)
Steven Kou (NUS, Singapore)
Bruno Bouchard (Paris Dauphine, France)
Romuald Elie (Marne, France)
Session 3: Liquidity
Alexandre Roch (UQAM, Canada)
Aurelien Alfonsi (ENPC, France)
Min Dai (NUS, Singapore)
Session 5: Energy
Fred Espen Benth (Oslo, Norway)
Ruediger Kiesel (Duisburg, Germany)
Clémence Alasseur (EDF, France)
Session 2: BSDE
Céline Labart (Savoie, France)
Idris Kharroubi (Paris Dauphine, France)
Chao Zhou (NUS, Singapore)
Thomas Lim (Evry, France)
Session 4: Corporate Finance
Monique Pontier (Toulouse, France)
Emilio Barucci (Politecnico Milano, Italy)
Stéphane Villeneuve (Toulouse, France)
Session 6: Applied Statistics
Matthieu Rosenbaum (Paris 6, France)
Cecilia Mancini (Firenze, Italy)
Mathilde Mougeot (Paris 7, France)