This conference focuses on recent advances in financial Mathematics, for both academic researchers and practitioners. All talks will be plenary and given by international leading academics working on subjects of particular relevance for the practice of financial risk management.
The purpose is to foster discussions and collaborations among applied mathematicians, probabilistics, statisticians, practitioners, and global forex brokers with the goal of deepening cooperation and promoting the cross-fertilization of ideas.
Topics will include market liquidity, market microstructure, risk measures, numerical methods, model calibration and model risk, credit/Default/Counterparty risk, regulatory aspects, non-linear valuation, hedging, binary options trading specifics, systemic risk, game theory…
The conference is organized in the framework of the Chair “Financials Risks” of the Risk Foundation.
The organizing committee
A. Alfonsi, L. Bergomi, N. El Karoui, E. Gobet, P. Henry-Labordère, B. Jourdain, B. Lapeyre, G. Pagès, M. Rosenbaum and N.Touzi