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

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

Toutes les vidéos de la collection (5)

35:24

publiée le 18 septembre 2018

Discounting invariant FTAP for large financial markets

De Daniel Balint

37:43

publiée le 18 septembre 2018

Set-valued risk measures of non-convex portfolios

De Ilya Molchanov

41:22

publiée le 18 septembre 2018

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

De Andreas H. Hamel

29:37

publiée le 18 septembre 2018

Approximation and calibration of laws of solutions to stochastic differential equations

De Jocelyne Bion-Nadal

33:25

publiée le 18 septembre 2018

Pricing without martingale measure

De Laurence Carassus

Mathématiques
et Interactions

Arithmetic Geometry – A Conference in Honor of Hélène Esnault on the Occasion of Her 70th Birthday

Multidimensional symbolic dynamics and lattice models of quasicrystals / Dynamique symbolique multidimensionnelle et modèles de quasi-cristaux sur réseau

Not Only Scalar Curvature Seminar

Clément Delcamp : Topological Symmetry and Duality in Quantum Lattice Models

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

Topological aspects of discrete spectrum

Phase transitions on one-dimensional symbolic systems

Metallic mean Wang tiles

Symmetries in symbolic dynamics

Approximating entropy/pressure for multidimensional shifts of finite type