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London-Paris Bachelier Workshop on Mathematical Finance 2017

4th Edition, 21 and 22 September 2017

Speakers  - Location Schedule Registration - Practical InformationOrganizing Committee

This is the fourth instance of a series of annual meetings bringing together the mathematical finance communities of Paris and London, encouraging collaboration and exchange of information.

Speakers 

Download the booklet with titles and abstracts here

Damiano Brigo (Imperial College London)
Pierre Cardaliaguet (Paris-Dauphine)
Etienne Chevalier (Université d'Evry)
Julien Claisse (Ecole Polytechnique)
Albina Danilova (LSE)
Martin Forde (KCL)
Camilo Garcia Trillos (UCL)
Ilaria Peri (Birkbeck)
Gareth Peters (UCL)
Clement Rey (Paris-6)
Julien Reygner (Paris-Est)
Neofytos Rodosthenous (QMU)
Steve Schaefer (London Business School)
Simone Scotti (Paris-Diderot)
Lakshithe Wagalath (IESEG School of Management) .

Location

The talks will take place at UCL:

Auditorium, Christopher Ingold Building

20 Gordon Street, London, WC1H 0AJ

Schedule

Thursday 21 SeptemberFriday 22 September
 9:00-9:30 Simone Scotti
 9:30-10:00 Steve Schaefer
 10:00-10:30 Pierre Cardaliaguet
 10:30-11:00 Coffee break
 11:00-11:30 Ilaria Peri
 11:30-12:00 Clement Rey
 12:00-12:30 Albina Danilova
14:00-14:30: Welcome12:30-14:30 Lunch
14:30-15:00 Damiano Brigo14:30-15:00 Etienne Chevalier
15:00-15:30 Julien Claisse15:00-15:30 Camilo Garcia Trillos
15:30-16:00 Lakshithe Wagalath15:30-16:00 Martin Forde
16:00-16:30 Coffee Break 
16:30-17:00 Neofytos Rodosthenous 
17:00-17:30 Julien Reygner 
17:30-18:00 Gareth Peters 
18:00-19:30 Reception/poster session 

Fees and Registration 

There is a fee of £25 to attend the Workshop. Please follow this link to register.

Practical information

For information regarding transport, restaurants, cafés and accommodation please click here.

Organizing committee

(in collaboration with the Paris Bachelier group)

Bruno Bouchard (Paris Dauphine)

Christoph Czichowsky (LSE)

Claudio Fontana (Paris Diderot)

Emmanuel Gobet (Polytechnique)

Andrea Macrina (UCL)

Teemu Pennanen (KCL)

Xiaolu Tan (Paris Dauphine)

 

 
 

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Funding provided by LSE, King's College London, UCL, INTECH, Institut Louis Bachelier, Université Paris Dauphine, École Polytechnique and ERC.