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Regular version of the site

Conference Stochastic Calculus, Martingales and Financial Modeling



Saint Petersburg, Russia TalksProgramme of Conference
June, 29 — July, 6, 2014  

Main topics

Stochastic differential equations, Stochastic control, Asset pricing and hedging, Market microstructure, Numerical stochastic methods, Fractional Brownian motion

Keynote speakers (45-minute talks)

Francesca Biagini (University of Munich)

Freddy  Delbaen (ETH Zurich)

Ernst Eberlein (University of Freiburg)

Hans-Juergen Engelbert (Fridrich-Schiller  University, Jena)

Hans Foellmer (Humboldt University of Berlin)

Jan  Kallsen (Kiel University)

Constantinos Kardaras (London School of Economics)

Dmitry Kramkov (Carnegie Mellon University, Pittsburg)

Shige Peng (Shandong University)

Albert Shiryaev (Steklov Mathematical Institute)

Martin Schweizer (ETH Zurich),

Josef Teichmann (ETH Zurich)

Participants

Akhlaque Ahmad (National Institute of Securities Markets, India)

Denis Belomestny (Duisburg-Essen University)

Jocelyne Bion-Nadal (Ecole Polytechnique, Paris)

Elena Boguslavskaya (Brunel University, London)

Abel Cadenillas (University of Alberta)

Jiatu Cai (University Paris-7)

Albina Danilova (London School of Economics)

Catherine Daveloose (Ghent University)

Victor Domansky (St. Petersburg Institute for Economics and Mathematics)

Raphael Douady (University Paris-7)

Julien Grépat (University Paris-9)

Alexandre Gushchin (ILQF HSE, Steklov Mathematical Institute)

Yuri Kabanov (ILQF HSE)

Pavel Katyshev (ILQF HSE)

Masaaki Kijima (Tokyo Metropolitan University)

Yury Kutoyants (University of Maine, Le Mans)

Victoria Kreps (St. Petersburg Institute for Economics and Mathematics)

Emmanuel Lépinette (University Paris-9)

Thilo Meyer-Brandis (University of Munich)

Alexander Mijatovic (Imperial College, London)

Alexey Muravlev (ILQF HSE, Steklov Mathematical Institute)

Ekaterina Palamarchuk (ILQF HSE)

Sergei Pergamenshchikov (University of Rouen)

Wolfgang Runggaldier (University of Padua)

Oleg Rusakov (Saint-Petersburg State University)

Mikhail Savostyanov ((ILQF HSE))

Daniel Schwarz (Carnegie Mellon University, Pittsburg)

Georgy Shevchenko (Taras Shevchenko National University of Kyiv)

Takashi Shibata (Tokyo Metropolitan University)

Elena Shmileva (Saint Petersburg State University)

Isaac Sonin (University of North Carolina at Charlotte)

Xianming Sun (Central South University, Changsha)

Teruyoshi Suzuki (Hokkaido University, Sapporo)

Peter Tankov (University Paris-7)

Mike Tehranchi (Cambridge University)

Mikhail Urusov (Duisburg-Essen University)

Lioudmila Vostrikova (University of Angers)

Elena Yarovaya (Moscow State University)

Anita Winter (Duisburg-Essen University)

Mihail Zervos  (London School of Economics)

Mikhail Zhitlukhin (ILQF HSE, Steklov Mathematical Institute) 


Organizers

Chairmen

Yuri Kabanov, Albert Shiryaev, Vladimir Spokoiny

Programme Committee

Denis Belomestny, Yuri Kabanov, Albert Shiryaev

Organizing Committee

Yuri Kabanov, Albert Shiryaev, Vladimir Spokoiny, Mikhail Zhitlukhin, Alexey Muravlev, Mikhail Savostyanov, Dina Hassiyatulina 

Secretary of the conference
Mikhail Zhitlukhin
email: smf@hse.ru 


Financial ang organizing support

International Laboratory of Quantitative Finance at The Higher School of Economics
Laboratory of Predictive Modeling at The Institute of Physics and Technology
Steklov Mathematical Institute, Department of Probability
FM Investment LLP


Pushkin
(photos)

Guided tour to Peterhof (photos)

Night tour in Saint Petersburg (photos) 


 

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