Frontiers in Stochastic Modelling for Finance
Winter School
 Padua, Italy                            08-12 February 2016
Program
Detailed program available here








Main Courses

-  Energy Models                                                 René Aïd, (EDF, Paris)

- Pricing with Funding and Counterparty Risks    Andrea Pallavicini, (Banca IMI, Milano)





Short Courses

- Longevity Risk            Nicole El Karoui and Sarah Kaakai, (UPMC, Paris)
 (lecture 1,   lecture 2)

- Optimal Stopping        Goran Peskir, Peter Johnson and Shi Qiu (Manchester University)

- Polynomial Processes  Martin Larsson and Sara Svaluto-Ferro, (ETH, Zurich)

- Numerical Methods     Nadia Oudjane, (EDF, Paris) and Anthony Le Cavil (ENSTA)