Scientific events

Seminars :

The New York Quantitative Finance Seminar

Petits Déjeuners de la Finance (Paris)

Forthcoming workshops and conferences:

• SIAM Conference on Financial Mathematics and Financial Engineering, San Francisco, Nov 19-20 2010.
• Forum on Systemic stability and liquidity, Fields Institute, Toronto, May 17-18, 2010.
• Workshop on Financial Networks, Fields Institute, Toronto, May 19-21, 2010.
• Workshop on Derivatives and Risk Management, Fields Institute, Toronto, May 24-28, 2010.
• ICBI Global Derivatives Conference, Paris May 18-22, 2010.
• 6th conference in Actuarial Science and Finance, Samos, May 31- June  6, 2010.
• Standard and Poors Credit Risk Summit 2010, New York, April 9,  2010.
• 28th European meeting of Statisticians, Greece, Aug 17-22, 2010.
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  Past events: 

• SIAM Conference on Financial Mathematics and Financial Engineering, New Jersey, Nov 21-22 2008.
• Conference on Statistical regularization, Gottingen, November 20-22, 2008.
• Workshop on Inverse Problems: Methodology and Applications, Linz (Austria) Oct 27-31, 2008.
• European Summer School in Mathematical finance, France, Sept 2008.
• 5th conference in Actuarial Science and Finance, Samos, Sept 4-7 2008.
• Standard and Poors Credit Risk Summit 2008, London, June 13 2008.
• Workshop on Risk modeling and high frequency data, Munich, June 12-13, 2008.
• 8th International conference on Monte Carlo and Quasi Monte Carlo methods in Scientific computing, Montreal, July 6-11 2008.
• Bachelier Congress 2008, London July 2008.
• Research in Options ( RIO 2007 ), IMPA, Rio de Janeiro, Oct 22-26 2007.
• Conference on Credit Risk, University of Chicago, October 19-20, 2007.
• Standard and Poor's Credit Risk Summit, New York November 2, 2007.
• Stochastik Tage 2008: 8th German Open conference on Probability and Statistics, Aachen, March 4-7 2008.
• AMS Special Session on Financial mathematics, San Diego, Jan 8-9 2008.
• 5th Conference on Levy processes and applications, Copenhagen, August 2007.
• Workshop on Partial Differential equations and Finance, KTH, Stockholm, Aug 2007.
• AMAMEF Workshop on Financial Modelling with Jump Processes, Paris, 6-8 September 2006.

• Credit Risk under Lévy models, Edinburgh, 19-21 September 2006.

• Credit Risk Summit, New York, October 20, 2006.
• Mini-Workshop: Statistical Methods for Inverse Problems Oberwolfach, 26 Nov-2 Dec 2006.
• Quantitative methods in finance (QMF 2006), Sydney, 11-16 December 2006.
• Spring School in Financial Engineering, Bologna, Italy,  May 2007.
• ICIAM : International Conference on Industrial and Applied mathematics ( Zurich, July 16-20 2007 ).
• Conference on Multivariate Models in Finance, Aarhus University, Denmark, 16-18 June 2006.
• AMAMEF Conference on Numerical methods in finance, INRIA, Rocquencourt (France), 1-4 Feb 2006.
• Conference on Stochastic processes and mathematical finance, Ritsumeikan University (Japan), 6-10 March 2006.
  
• Conference on Stochastics in Science in Honor of Ole Barndorff Nielsen, March 20-24 2006, Guanajuato, Mexico.
• Advanced Mathematical Methods in Finance, Turkey, April 2006.
• UNESCO-CIMPA Regional school on Mathematical Modeling in Finance, Jordan, September 2005.
• Conference on New Mathematical methods in risk theory, Florence (Italy), 6-8 Oct 2005.
  
• Conference on Financial Mathematics, Statistics and Econometrics, SAMSI (North Carolina), 18-21 September 2005.
  
• Entropy, Information theory and econometrics, Washington DC, 23-25 September 2005.
• Partial differential equations and Mathematical finance, Mittag Leffler Institute, Stockholm 15-19 August 2005.
• Semester on Developments in Quantitative Finance. Newton Institute, Cambridge University, Jan-July 2005.
• Workshop on Stochastic analysis and mathematical finance, Max Planck Institute, Leipzig, April 20-22 2005.
• Fifth Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, June 2005.
  
• MINI SYMPOSIUM ON STOCHASTIC METHODS IN FINANCIAL MODELS, Ascona, June 2-3 2005.
  
• Applied Inverse Problems, Cirencester (UK), 26-30 June 2005.
  
• Fractals in Engineering, Tours (France), June 2005.
  
• IFIP 2005, Torino, July 2005.
• Daiwa International Workshop on Financial Engineering, Tokyo-Kyoto, July 21-26 2005
• Colloque International sur la Geometrie Fractale, Paris, Nov 13-14, 2004.
• Nanzan University 25th Anniversary Workshop on Finance, Nanzan University, Nagoya, Japan.
  
• Conference on Quantitative methods in finance QMF2004, Sydney, December 2004.
• Volatility of financial markets, Lorentz Center, Leiden, 18-29 Oct 2004.
  
• Advanced Mathematical Methods for Finance, Technische Universitat Munich, Oct 28-29 2004.
• Journees Modelisation Aleatoire et Statistique 2004, Nancy (France), Sept 2004.
• First European Conference on Cognitive Economics (ECCE 1), Gif sur Yvette, Sept 22-23-24 2004.
• St Flour Summer School in Probability, St Flour, France, Aug-Sept 2004
• Statistical Physics of Complex Fluids, Institute for advanced studies in basic sciences, Zanjan (Iran), June 27- July 1 2004.
• Europlace Institute 2nd International Research Financial Forum, Paris, July 1, 2004.
• CNRS Summer School on Complex systems in the social sciences, Ecole Normale Superieure, Lyon, July 19-28 2004.
  
• ECCOMAS 2004: European Conference on Computational methods in Science and Engineering, Finland, July 2004.
• 6th World Congress of the Bernoulli Society, Barcelona, July 26-31 2004.
• Satellite meeting on: Particle methods and Monte Carlo methods, Barcelona, July 24-25 2004.
• Workshop on Semimartingale theory and practice in finance, Banff International Research Station, Canada, June 5-10, 2004.
• International Conference on Stochastic analysis and financial modelling, Institut Henri Poincare (Paris), June 2-3-4, 2004.
• Semester on : Quantitative modeling in finance and econometrics, Institute for Mathematics and Applications, Minnesota, April 2004.
• Workshop on Copulas and Applications in Finance, ENS Cachan (France), may 14, 20004.
• Congres d'Analyse Numerique 2004, Obernai, France 31 May - 4 June 2004.
• Workshop: Model specification and risk management issues in finance , Institute of Mathematics and its Applications, Minnesota (USA), April 2004.
• Journées de Physique Statistique,  Paris, 29-30 Jan 2004.
• SYSTÈMES ALÉATOIRES INHOMOGÈNES  Institut Henri Poincare, Paris, 28 Jan 2004.
• Inverse problems: computational methods and emerging applications, Institute for Pure and Applied mathematics, UCLA (Los Angeles), Sept-Dec 2003.
• Workshop on Numerical Analysis, optimization and stochastics, Technische Universitat, Munich, 13-14 Nov 2003.
• International Conference on Economics, Ankara, September 6--9 2003.
• 21st Conference on System modeling and optimization, July 21-25, Sophia Antipolis (France).
  
• XIV International Congress on Mathematical Physics, Lisbon (Portugal), July 28 - August 2, 2003.
• 29th Conference on Stochastic Processes and Applications, August 3-9 2003 (Brasil).
  
• Workshop on Computational Finance , Zurich, 11 September 2003 - 13 September 2003.
• European Science Foundation Workshop : Arbitrage theory and related topics, Paris, June 24-26 2003.
• Conference on Lévy processes and applications, Paris (France), 23-27 June 2003.  
  
• Blaise Pascal International Conference on Financial Modelling , Paris, July 2003.
  
• Spring School on Stochastic Delay Differential Equations , Berlin, March 12-15   2003.
  
• Workshop on Lévy processes, integrodifferential equations and applications in finance, Ecole Polytechnique, 6 May 2003.
  
• Lectures on Inverse Problems in Financial Modeling, Humboldt University, Berlin, 5- 7 Feb 2003.
  
• Congress on Applied mathematics and application of mathematics AMAM 2003, Nice (France), 10-13 February 2003.
  
• AMAM 2003 Satellite Meeting on Mathematical Finance, Nice (France), 14-15 Feb 2003.
  
• Workshop on Inverse Problems, Institute for Theoretical Physics and Mathematics, Tehran, Iran, Feb 23 - 27, 2003.
  
• International Conference on Modeling, optimization and risk management in finance, Florida, March 5-7  2003.
  
• Winter School on Mathematical Finance, Stieltjies Institute ( Netherlands), December 16-18, 2002.
  
• International Statistical Symposium, Bernoulli Society, Taiwan, July 2002.
  
• International Congress on Theoretical Physics, Paris, July 2002.
  
• Workshop on Computational Finance, Taiwan, July 6 2002. 
• International Congress of Mathematics 2002, (August 2002)  Beijing, China.
  
• Conference on Ill posed Inverse problems, (August 5-9 2002) Sobolev Institute of Mathematics, Novosibirsk, Russia.
  
• Fourth Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, Switzerland, May 20-24, 2002.
  
• Workshop on Mathematical Finance, Pescara (Italia), June 7 & 8, 2002.
  
• XXXXIVemes Journees de Statistiques, Bruxelles, 13-17 May 2002.
  
• Conference on Autosimilarity and applications, Clermont Ferrand, May 2002.
  
• Fourth Minisymposium on Stochastic Methods in Financial Models Ascona (Switzerland), May 23-24, 2002
  
• 2nd Bachelier Congress, Knossos (Greece) , June 12 -15, 2002.
  
• Workshop on Interest rate models, Paris, May 31, 2002.
  
• Workshop on Quantitative methods in asset management ,  Paris, 7 June 2002.
  
• Workshop on Social interactions, Paris, 10 May 2002. 
  
• AMS SMF Congress Special Session on Mathematical methods in financial modeling, Lyon, July 2001. 
  
• Workshop on Lévy processes - Theory and applications, Aarhus (Denmark), 21-25 January 2002.
  
• Frontieres en Finance Workshop on:  Model Calibration. 26 Oct 2001, Paris.
  
• Workshop on STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS, January 4-January 6, 2001.
• Workshop on Complex Systems,   Kashan (Iran), April 24--25, 2002.
   

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