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.


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) .


The talks will take place at UCL:

Auditorium, Christopher Ingold Building

20 Gordon Street, London, WC1H 0AJ


Thursday 21 September Friday 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: Welcome 12:30-14:30 Lunch
14:30-15:00 Damiano Brigo 14:30-15:00 Etienne Chevalier
15:00-15:30 Julien Claisse 15:00-15:30 Camilo Garcia Trillos
15:30-16:00 Lakshithe Wagalath 15:30-16:00 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)


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