The 2014 Risk and Stochastics Conference will take place on Thursday 24 and Friday 25 April 2014. High profile speakers from the UK and overseas will present current advances in the areas of insurance mathematics, financial mathematics, and their interface. There will also be ample opportunity to network with colleagues.
Attendance is free of charge, but registration is essential. Please use the LSE online store eShop to register. The final date on which registration will be open is 16 April 2014.
*** REGISTRATION IS NOW OPEN ***
Beatrice Acciaio (LSE)
Arbitrage of the first kind and filtration enlargements in semimartingale financial models
Mathias Beiglböck (University of Vienna)
Model-independent finance, optimal transport and Skorokhod embedding
Bruno Bouchard (University Paris Dauphine)
Stochastic target games via regularised viscosity solutions: application to super-hedging under coefficients' uncertainty
Jaksa Cvitanic (Caltech)
Moral hazard in dynamic risk management
Christoph Czichowsky (LSE)
New phenomena in portfolio optimisation under transaction costs
Stefano De Marco (École Polytechnique)
On the shapes of implied volatility with positive mass at zero
Vladimir Kaishev (Cass Business School)
Ruin probabilities, Appell structures and related dualities
Goran Peskir (University of Manchester)
Optimal mean-variance selling strategies
Philip Protter (Columbia University)
Liquidity suppliers and high-frequency trading
Halil Mete Soner (ETH Zürich)
Asymptotic analysis in portfolio management
The conference programme and abstracts can be viewed here.