14 – 15 Sep 2015, France
Registration has closed.
Submission of contributed talks has closed.
A collaborative research initiative between the Centre for Quantitative Finance at National University of Singapore and the group “Mathematical Finance and Numerical Probabilities” at University Paris Diderot. The first workshop will be held in Singapore. The aim of this workshop is to enhance existing connections and foster new collaboration between researchers from our teams in Paris and Singapore in the fields of financial mathematics, quantitative finance, stochastic control and risk management. This workshop will provide the opportunity for PhD students and young researchers to exchange ideas and present their research.
Group photo:
Speakers
- Frédéric ABERGEL (École Centrale Paris, France)
- Jiatu CAI (Université Paris Diderot, France)
- Laurence CARASSUS (University of Reims Champagne-Ardenne, France)
- Jean-François CHASSAGNEUX (Université Paris Diderot, France)
- Min DAI (National University of Singapore, Singapore)
- Zorana GRBAC (Université Paris Diderot, France)
- Pierre GRUET (Université Paris Diderot, France)
- Amine ISMAIL (Université Paris Diderot, France)
- Wei JIANG (National University of Singapore, Singapore)
- Nicole El KAROUI (University Pierre et Marie Curie, France)
- Steven KOU (National University of Singapore, Singapore)
- Marie-Claire QUENEZ (Université Paris Diderot, France)
- Mathieu ROSENBAUM (Université Pierre et Marie Curie, France)
- Wolfgang RUNGGALDIER (University of Padova, Italy)
- Peter TANKOV (Université Paris Diderot, France)
- Hao XING (London School of Economics and Political Science, United Kingdom)
- Jing XU (National University of Singapore, Singapore)
- Fahuai YI (South China Normal University, China)
- Chao ZHOU (National University of Singapore, Singapore)
Programme
Programme and Abstracts
Venue
- Turing Lecture Hall
Sophie Germain Building
Université Paris Diderot
75013 Paris
France
Organizing Committee
- Min DAI (National University of Singapore, Singapore)
- Steven KOU (National University of Singapore, Singapore)
- Huyên PHAM (University Paris Diderot, France)
- Peter TANKOV (University Paris Diderot, France)
- Chao ZHOU (National University of Singapore, Singapore)
Local Contact Person
Co-organized with
Co-sponsored with
