4th Edition, 21 and 22 September 2017
Speakers - Location - Schedule - Registration - Practical Information - Organizing 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 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.