Advances in Stochastic Analysis for Handling Risks in Finance and Insurance

This workshop is the second of a series of three dedicated to advances in stochastic analysis in the context of applications to economics and mathematical finance. It will focus on mathematical models for financial systems of interacting agents. Such models often involve graph or network structures and game theoretical aspects, and in particular mean-field games. This workshop will bring together experts from mathematical finance and specialists of these fields.

This workshop will take place from September 13-17, 2021 at the CIRM in Luminy (near Marseille). Participation is by invitation only. The workshop will be in hybrid format. 

Most of the information about the workshop and the CIRM can be found at 
external pagehttps://conferences.cirm-math.fr/2266.htmlcall_made and at 
http://www.cirm-math.com/visitors.html. We have at this stage only very few extra points for invited participants:

• We cover the accommodation as well as the meals from Sunday evening until Friday lunch (both included). If you want to stay longer, please check directly with the CIRM about reservations and costs.
• We expect that participants will cover their travel costs themselves. For young researchers, we may be able to find extra funding if they apply and explain their situation.
• In view of the COVID situation, all participants who attend physically will have single rooms. 
  
• Due to limited time, perhaps not all participants will be able to give a talk. We try to maximise interaction by having a lot of time for discussion and collaboration.