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Recent Activities in Risk and Stochastics

Beatrice Acciaio

AcciaioBRecent conferences (speaker)

Workshop on Mathematical Finance beyond classical models, ETH Zürich, September 2015

7th General AMaMeF and Swissquote Conference, EPFL, Lausanne (plenary speaker), September 2015

The 8th International Congress on Industrial and Applied Mathematics, Beijing, August 2015

Workshop on Mathematical Finance, University of Milan, January 2015

 

BarrieuPPauline Barrieu

Various involvements

Pauline is associate editor for SPA since 2009 and for Bernoulli since 2013. She is principal examiner for the Institute and Faculty of Actuaries since 2010 and member of the CT Technical Working Party.

Recent conferences (scientific committee)

Pauline was a member of the scientific committee for the 2015 IME conference (19th International Congress on Insurance: Mathematics and Economics) and for the 2015 Amamef conference (7th General AMaMeF and Swissquote Conference).

Recent conferences (plenary speaker)

AFIR-ERM Colloquium (Lyon, France)

IME Conference (Copenhagen, Denmark).

Other

Pauline was been subjected to a “Gearty Grilling” on her approach to modelling and changing trends in the financial markets. The video is now available to view on You Tube.

BaurdouxEErik Baurdoux

Recent conferences (speaker) 

Stochastic Processes and their Applications, Buenos Aires, Argentina, July-August 2014

Stochastic Processes and Applications, Ulan Bator, Mongolia, July-August 2015

8th International Congress on Industrial and Applied Mathematics, Beijing, August 2015 

Invited course

Minicourse on Lévy Processes and Optimal Stopping, HU Berlin, TU Berlin, WIAS Berlin, Germany, May 2014.

CampiLLuciano Campi

Recent conferences (speaker)

Paris - SEA Conference in Mathematical Finance, Siem Reap, Cambodia (February 2015)

Mathematical Finance: Arbitrage and Portfolio Optimization, Banff Center, Canada (May 2014)

Workshop on Electricity, Energy and Commodities Risk Management, Fields Institute, Toronto (August 2013) Video available here

CetinUUmut Çetin

Recent conferences (speaker)

Mathematics and Financial Economics, Center for Interdisciplinary Research, University of Bielefeld (May 2015)

Mathematical Finance Seminar, ETH Zurich (October 2014)

Mathematical Finance: Arbitrage and Portfolio Optimization, Banff Research Center, Canada (May 2014)

Oberwolfach Workshop on Stochastic Analysis in Finance and Insurance (May 2014)

DassiosAAngelos Dassios

Recent conferences (speaker)

2nd European Actuarial Journal ( EAJ) Conference, Vienna, September 2014

Bachelier Finance Society, Eighth World Congress , Brussels, June 2014

6th International Conference of the ERCIM WG on Computational and Methodological Statistics, London, December 2013

Financial and Actuarial Mathematics, Liverpool 2013 - SSLAM 2013, April 2013

KardarasKKostas Kardaras

Recent conferences (plenary speaker)

Quantitative Methods in Finance Conference, Sydney, December 2015

Mathematical Finance beyond classical models, ETH, Zürich, September 2015

7th General AMaMeF and Swissquote Conference, Lausanne, September 2015

Stochastic Portfolio Theory and related topics, Columbia University, May 2015

XingHHao Xing

Recent conferences (speaker)

Advanced Methods in Mathematical Finance, Angers, France, September 2015

Centre de Mathématiques Appliquées, École Polytechnique, France, May 2015

Interacting agents in constrained financial markets, University of Texas at Austin, USA, January 2015

The 7th international symposium on Backward Stochastic Differential Equations, Weihai, China, June 2014

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