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This conference focuses on recent advances in financial Mathematics, for both academic researchers and practitioners. All talks will be plenary and given by international leading academics working on subjects of particular relevance for the practice of financial risk management. The purpose is to foster discussions and collaborations among applied mathematicians, probabilistics, statisticians, practitioners, with the…

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This conference focuses on recent advances in financial Mathematics, for both academic researchers and practitioners. All talks will be plenary and given by international leading academics working on subjects of particular relevance for the practice of financial risk management. The purpose is to foster discussions and collaborations among applied mathematicians, probabilistics, statisticians, practitioners, with the…
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Home - Chaire Risques Financiers | financialrisks2014.org Reviews

https://financialrisks2014.org

This conference focuses on recent advances in financial Mathematics, for both academic researchers and practitioners. All talks will be plenary and given by international leading academics working on subjects of particular relevance for the practice of financial risk management. The purpose is to foster discussions and collaborations among applied mathematicians, probabilistics, statisticians, practitioners, with the…

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financialrisks2014.org financialrisks2014.org
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Contributed Talks - Chaire Risques Financiers

http://financialrisks2014.org/contributed-talks

On Tuesday 7th afternoon:. BLANC Pierre (Ecole Nationale des Ponts et Chaussées). FODRA Pietro (Paris 7 Denis Diderot). HUANG Weibing (LPMA, University Pierre et Marie Curie). IUGA Adrian (Paris-Dauphine, CREST and Université Paris-Est). JAISSON Thibault (Ecole Polytechnique). KRUSE Thomas (Université d’Evry). ROYER Guillaume (Ecole Polytechnique). SADOGHI Amirhossein (Frankfurt School of Finance and Management). Talks scheduled on Thursday 9th afternoon:. ABBAS-TURKI Lokman (TU Berlin). P Fodra: A semi ...

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Practical Info - Chaire Risques Financiers

http://financialrisks2014.org/practical-info

Will be held on the premises of Paris VI University at 15-21 rue de l’Ecole de Médecine, located at the heart of the Latin Quarter at the historic site of the ancient Cordeliers Monastery. An important center of religious studies in the Middle Ages, during the French Revolution it was home to the Society of the Friends of the Rights of Man and of the Citizen, one of the most prominent political clubs of the time, also known as the Club of the Cordeliers.

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Schedule - Chaire Risques Financiers

http://financialrisks2014.org/schedule

Chairwoman : N. El Karoui. Systemic Risk ( Cont. Chairman : M. Pontier. Stochastic control, Optimization ( Bouchard. Chairman : L. Denis. Model-free hedging (Beiglbock, Cox. Chairman : L. Bergomi and P. Henry-Labordère. Chairman : L. Bergomi and P. Henry-Labordère. Chairman : R. Elie. Chairman : M. Hoffmann. Order book modeling and microstructure( Gatheral. Chairman : A. Matoussi. Chairman : D. Lamberton. Minisymposium: Asymptotic methods ( De Marco. Chairwoman : M. Jeanblanc. Chair : A. Sulem.

4

Main Speakers - Chaire Risques Financiers

http://financialrisks2014.org/main-speakers

Paul Glasserman (Columbia University). Title “Bounding Wrong-Way Risk in CVA Calculation”. Matheus Grasselli (Fields Institute Toronto). Title : “Macroeconomics the final frontier for mathematical finance”. David Hobson (University of Warwick). Title : “Gambling in contests”. Andrei Kirilenko (Massachusetts Institute of Technology). Title : “High Frequency Trading”. Georges Papanicolaou (Stanford University). Title : “Systemic risk”. Mete Soner (ETH Zurich). Peter Tankov (Paris Denis Diderot University).

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Minisymposia - Chaire Risques Financiers

http://financialrisks2014.org/minisymposia

There will be minisymposia on:. Rama Cont (Imperial College London and CNRS) – Systemic risk in heterogeneous financial networks: the case for targeted capital requirements. Tom Hurd (McMaster University) – Illiquidity and Insolvency Cascades in the Interbank Network. Garence Staraci (Yale University) – Systemic Risk: About its Nature, Regulation and some Modeling Caveats. Stochastic control, optimization. Marcel Nutz (Columbia University) – Nonlinear Lévy Processes and their Characteristics. Charles-Alb...

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Events

http://www.energisk.org/training/events.html

GARP ERP 2013 Course. Mdash; Argo Review. Mdash; GARP ERP 2013 Course. Mdash; Academic Programs. Mdash;— AFFI 2015. SIAM Conference on Financial Mathematics and Engineering. Chicago, Illinois (USA): November 13-15, 2014. 10th Anniversary of the Advanced Course in Energy and Finance (MEF). Milan (Italy): December 1, 2014. Joint Conference of the 21st Annual Meeting of the German Finance Association (DGF) and the 13th Symposium on Finance, Banking, and Insurance. Karlsruhe (Germany): December 19-20, 2014.

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financialrisks2014.org financialrisks2014.org

Home - Chaire Risques Financiers

This conference focuses on recent advances in financial Mathematics. For both academic researchers and practitioners. All talks. Will be plenary and given by international leading academics working on subjects of particular relevance for the practice of financial risk management. The purpose is to foster discussions and collaborations among applied mathematicians, probabilistics, statisticians, practitioners, and global forex brokers. Systemic risk, game theory.

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Financial Risks Today Magazine

Subscribe to our Email Newsletter. Libor can be reformed says review. Libor should be reformed and not scrapped according to a review by the chief of financial conduct at the Financial Services Authority Martin Wheatley. Despite the ongoing scandal over the manipulation of Libor by banks in the UK and abroad, the review said that there was a clear case to comprehensively reform the bank lending rate. Finish minister: ESM must start with clean slate. BBA willing to concede role in Libor. Negotiations over...

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FinancialRisksToday

Monday, 24 October 2011. FOR THE EU IT'S NOT THE DEFECIT, IT'S DEMOCRACY THAT'S THE PROBLEM. It No seriously, I’ve worked out the euro problem. Economists can stop thinking about that £250. 000 prize money. It’s mine. This is what is needed to bring this horrible, dragging, sorry tale to its conclusion:. Think about it. The reason why there is a deadlock between France and Germany is political. And, more importantly, votes to Marine Le Pen. Only this week, European Council President Herman Van Rompuy.