Programme

del Moral

Pierre del Moral (INRIA, France)

Mean Field Particle Samplers In Statistical Learning and Rare Event Analysis

16 October - 20 November 2016

Gueant

Olivier Gueant (Université Paris 1 Panthéon-Sorbonne)

The Mathematics of Optimal Execution

25 October - 3 November 2016

Programme

tankov

Peter Tankov (ENSAE ParisTech)

Asymptotic Expansions for Pricing and Hedging

1 February - 30 June 2017

shah

Henrik Shahgholian (KTH)

Free Boundary Problems

1 March - 31 May 2017

2016-17

Kavita Ramanan

Kavita Ramanan (Brown University, USA)

Scaling Limits of Stochastic Networks

11 May - 27 May 2017

Hans Foellmer

Hans Foellmer (Humboldt, Berlin)

Local vs Systemic Risk, Perceived Bubbles and Optimal Transport

8 May - 4 June 2017

2016-17

karandikar

Rajeeva Karandikar (Chennai Mathematical Institute)

Pathwise Formulae in Stochastic Calculus

25th May - 24th June 2017

Karandikar

Archive

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Contact us

CFM-Imperial Institute of Quantitative Finance
Department of Mathematics,
Imperial College
London
SW7 1NE

Email: [email protected]