Innovative Research in Mathematical Finance

The main goal of this conference is to gather researchers from many countries (see list) in mathematical finance, especially in the field of financial market modelling in presence of transaction costs but also risk measures, stochastic calculus and beyond.

This conference aims to gather international experts working on innovative problems in mathematical finance in order to take into account the financial market reality. A part of this conference is devoted to geometrical financial market models. This is an opportunity to celebrate external page Yuri Kabanov’s major contributions in this field on the occasion of his 70th birthday and to review the state of progress.

Other innovative topics will be presented, like dynamic vector-valued risk measures, stochastic control, backward stochastic differential equations, mean field games. This international conference will be a great opportunity to stimulate exchanges between experts from diverse backgrounds, to give rise to new projects as well as to galvanise the mathematical finance community. It will be a meeting of high level where the best experts in mathematical finance are expected, a field where France is very active.

external page Link to the official website at CIRM

Speakers to be confirmed

Anna Ananova (Imperial College, London)
Cagin Ararat (Bilkent University)
Rostislav Berezovsky (HSE, Moscow)
Bruno Bouchard (Université Paris Dauphine)
Laurence Carassus (Université de Reims)
Tahir Choulli  (University of Alberta)
Rama Cont  (Imperial College, London)
Stéphane Crépey  (Université d’Evry)
Freddy Delbaen  (ETH Zürich)
Nicole ​ El Karoui (Université Paris 6)
Hans-Jürgen Engelbert  (Friedrich-Schiller University, Jena)
Leonid Galtchouk (Université de Strasbourg)
Emmanuel Gobet  (École Polytechnique)
Lioudmila Grigorieva (Université de Franche-Comté)
Alexander Gushchin (HSE and Steklov Mathematical Institute, Moscow)
Said Hamadène (Université de Maine, Le Mans)
Andreas Hamel (University of Bolzano)
Monique Jeanblanc (Université d’Evry)
Youri Kabanov (Université de Franche-Comté)
Kostas Kardaras (LSE, London)
Idris Kharroubi (Université Paris Dauphine)
Masaaki Kijima (Tokyo Metropolitan University)
Yuri Kutoyants (Université du Maine, Le Mans)
Emmanuel Lépinette  (Université Paris Dauphine)
Anis Matoussi  (Université du Maine, Le Mans)
Ilya Molchanov (University of Bern)
Alexei  Muravlev (HSE and Steklov Mathematical Institute, Moscow)
Anastasia Muromskaya (Lomonosov Moscow State University)
Alexander Novikov (University of Technology, Sydney)
Juan-Pablo Ortega (Université de Franche-Comté)
Serguei Pergamenshchikov (Université de Rouen)
Huyên Pham (Université Paris 7)
Miklós Rásonyi (Alfred Renyi Institute)
Birgit Rudloff (University of Vienna)
Wolfgang Runggaldier (University of Padova)
Walter Schachermayer  (University of Vienna)
Martin Schweizer (ETH Zürich)
Takashi Shibata (Tokyo Metropolitan University)
Albert Shiryaev (Steklov Mathematical Institute, Moscow)
Agnes Sulem (Inria, Paris)
Xiaolu Tan (Université Paris Dauphine)
Peter Tankov (Université Paris 7)
Josef Teichmann (ETH Zürich)
Nizar Touzi (École Polytechnique)
Lioudmila Vostrikova (Université d’Angers)