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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.
Seminar
Fabrice Mao Djete
Date : 06 October 2023
Place: Institut Henri Poincaré (Salle Pierre Grisvard ex salle 314)
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 et modèles aleatoires (Universite de Paris VI- VII), the Laboratoire de Mathématiques et de Modélisation (Université d'Evry), and the Université de Marne La Vallée, 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:
| Aurélien ALFONSI (ENPC) | Zorana Grbac (Université Paris Cité) | Nicole EL KAROUI (Sorbonne Université) |
| Caroline HILLAIRET (ENSAE-CREST) | Monique JEANBLANC (Université d'Evry) | Gilles PAGES (Sorbonne Université) |
| Huyen PHAM (Université Paris Cité) | Zhenjie REN (Univ. Paris-Dauphine) | Eduardo ABI JABER (Ecole Polytechnique) |
