| TUESDAY 7 | WEDNESDAY 8 | THURSDAY 9 | FRIDAY 10 | ||||
|---|---|---|---|---|---|---|---|
| 9h00-9h50 | Plenary Talk: Papanicolaou |
9h00-9h50 | Plenary Talk: Soner |
9h00-9h50 | Plenary Talk: Hobson |
9h00-9h50 | Plenary Talk: Glasserman |
| 9h50-10h15 | Coffee Break | 9h50-10h15 | Coffee Break | 9h50-10h15 | Coffee Break | 9h50-10h15 | Coffee Break |
| 10h15-12h Chairwoman : N. El Karoui |
Minisymposium: Systemic Risk (Cont, Hurd, Staraci) |
10h15-12h Chairman : M. Pontier |
Minisymposium: Stochastic control, Optimization (Bouchard, Nutz, Pham) |
10h15-12h Chairman : L. Denis |
Minisymposium: Model-free hedging (Beiglbock, Cox,Pagès) |
10h15-12h15 Chairman : L. Bergomi and P. Henry-Labordère |
Minisymposium practitioners (Huge, Rabeyrin, Reghai, Martini) |
| 12h-13h45 | Lunch Break | 12h-13h30 | Lunch Break | 12h-13h30 | Lunch Break | 12h15-14h | Lunch Break |
| 13h45-14h35 | Plenary Talk: Tankov |
13h30-14h20 | Plenary Talk: Kirilenko |
13h30-14h20 | Plenary Talk: Grasselli |
14h-15h30 Chairman : L. Bergomi and P. Henry-Labordère |
Minisymposium practitioners(Guyon, Balland, De Leo) |
| 14h35-16h15 Chairman : R. Elie |
Contributed Talks: Blanc, Fodra, Huang,Iuga, Jaisson, Kruse, Laruelle, Royer,Sadoghi, Sagna | 14h20-16h05 Chairman : M. Hoffmann |
Minisymposium: Order book modeling and microstructure(Gatheral, Lehalle, Lillo) |
14h20-15h20 Chairman : A. Matoussi |
Contributed Talks: Abbas-Turki,Bompis, Dubois, Kharroubi, Reygner,Turkedjiev | ||
| 16h15-16h45 | Coffee Break | 16h05-16h30 | Coffee Break | 15h20-15h45 | Coffee Break | 15h30-16h | Coffee Break |
| 16h45-18h30 Chairman : D. Lamberton |
Minisymposium: Asymptotic methods (De Marco, Jacquier, Muhle-Karbe) | 16h30-18h50 Chairwoman : M. Jeanblanc |
Minisymposium: numerical methods for non-linear equations in finance (Chassagneux, Cohen, Crépey, Henry-Labordère) | 15h45-17h30 Chair : A. Sulem |
Minisymposium: Numerical probability(Gerstner, Kebaier, Schoenmakers) | 16h-17h Chairman : L. Bergomi and P. Henry-Labordère |
Minisymposium practitioners (Kahale, Delanoe) |
| 18h45 | Cocktail (for all participants) | From 18h | Conference Diner (for all speakers) atMusée d’Orsay | ||||
