Paris Bachelier Seminar

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Schedule:
The BACHELIER seminar meets from 11h15 to 12h15 at Institut Henri Poincaré.
In case of double seminar, the first one begins at 10h00 and the second one continues at the usual hour.
The BACHELIER lectures begin at 9h00 and finish at 11h00.
Without any other information, the lectures and the seminar take place in room 314.

Lecture

Christian Bayer
Signature methods in finance

Seminar

Paul Gassiat

Date : 01 March 2024

Place: Institut Henri Poincaré (Amphithéâtre Hermite)

Mailing list:

Aim: The BACHELIER seminar, organized jointly with the Centre de Mathematiques Appliquées (Ecole Polytechnique), the CEREMADE (Université Paris Dauphine), the Centre de Recherche en Economie et Statistiques (CREST), the Laboratoire de probabilités, statistique et modélisation (Universite de Paris Cité et Sorbonne Université), the Laboratoire de Mathématiques et de Modélisation (Université d'Evry), and the CERMICS (Ecole des Ponts), has for aim to gather researchers in mathematical finance and markets practitioners in order to consider themes around the stochastic modelization in finance and the interactions between the theorical approachs, numerical ones and their applications.

Periodicity: The BACHELIER seminar meets on Friday morning from 11h15 to 12h15 (it may sometimes begin at 10h00 in case of double seminar). The BACHELIER lectures, which precede it, begin at 9h00 and finish at 11h00.

Place: Institut Henri Poincaré. Acces in RER B, station Luxembourg, or in Bus 21, 27, 38, 84 or 89. The number of the room is indicated on the billboard, that can be found at the the entrance of the building.

Organizing Committee:

Eduardo ABI JABER (Ecole Polytechnique) Aurélien ALFONSI (ENPC) Nicole EL KAROUI (Sorbonne Université)
Zorana GRBAC (Université Paris Cité) Caroline HILLAIRET (ENSAE-CREST) Monique JEANBLANC (Université d'Evry)
Gilles PAGES (Sorbonne Université) Huyen PHAM (Université Paris Cité) Zhenjie REN (Univ. Paris-Dauphine)
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