Collection Innovative Research in Mathematical Finance / Recherche innovante en mathématiques financières

Organizer(s) Callegaro, Giorgia ; Jeanblanc, Monique ; Lépinette, Emmanuel ; Molchanov, Ilya ; Schweizer, Martin ; Touzi, Nizar
Date(s) 03/09/2018 - 07/09/2018
linked URL https://conferences.cirm-math.fr/1816.html

All the collection videos (5)

35:24

published on September 18, 2018

Discounting invariant FTAP for large financial markets

By Daniel Balint

37:43

published on September 18, 2018

Set-valued risk measures of non-convex portfolios

By Ilya Molchanov

41:22

published on September 18, 2018

From multivariate quantiles to set-valued risk measures: a set optimizationapproach to financial models with frictions

By Andreas H. Hamel

29:37

published on September 18, 2018

Approximation and calibration of laws of solutions to stochastic differential equations

By Jocelyne Bion-Nadal

33:25

published on September 18, 2018

Pricing without martingale measure

By Laurence Carassus

Mathematics
and Interactions

Francophone Computer Algebra Days / JNCF - Journées nationales de calcul formel

Master Class Lycéennes Séphora Berrebi

Séminaire Parisien de Statistique

One question, One researcher

Collection Innovative Research in Mathematical Finance / Recherche innovante en mathématiques financières

Discounting invariant FTAP for large financial markets

Set-valued risk measures of non-convex portfolios

From multivariate quantiles to set-valued risk measures: a set optimizationapproach to financial models with frictions

Approximation and calibration of laws of solutions to stochastic differential equations

Pricing without martingale measure

Random walks on simplicial complexes

Random Matrices and Dynamics of Optimization in Very High Dimensions (4/4)

Random Matrices and Dynamics of Optimization in Very High Dimensions (3/4)

Random Matrices and Dynamics of Optimization in Very High Dimensions (1/4)

Particle Approximation of the Doubly Parabolic Keller-Segel Equation in the Plane

Beauty of Life seen through Keyhole of Mathematics (4/4)

Random walks on simplicial complexes

Lipschitz-Killing curvatures of excursion sets for two dimensional random fields

Cohomology of real algebraic varieties and sums of squares

Imaginary Liouville conformal field theory