Workshops and Conferences

Workshops and 

The London-Paris Bachelier Workshop on Mathematical Finance, 21-22 September 2017 in University College London.
This year, the invited speakers are
Damiano Brigo (Imperial College London)          Pierre Cardaliaguet (Université Paris-Dauphine)
Etienne Chevalier (Université d’Evry)                    Julien Claisse (Ecole Polytechnique)
Albina Danilova (LSE)                                                   Romuald Elie (Université Paris-Est)
Martin Forde (KCL)                                                         Camilo Garcia Trillos (UCL)
Ilaria Peri (Birkbeck)                                                     Gareth Peters (UCL)
Zhenjie Ren (Université Paris-Dauphine)             Clement Rey (Université Paris-6)
Julien Reygner (Université Paris-Est)                     Neofytos Rodosthenous (QMU)
Steve Schaefer (London Business School)           Simone Scotti (Université Paris-Diderot)
Please visit the Conference Webpage for full details about schedule and registration.
The Organising committee
Christoph Czichowsky (LSE)
Claudio Fontana (Université Paris Diderot)
Emmanuel Gobet (Ecole Polytechnique)
Andrea Macrina (UCL)
Teemu Pennanen (KCL)
Convex Stochastic Optimisation Workshop

Location: Strand Campus - King's College London
Dates and times: 08 (09:30) - 09/06/2017 (18:00)

Convex stochastic optimization problems arise naturally in decision-making problems in operations research, finance, and engineering as well as in other fields of applied mathematics including probability theory and statistics. The mathematical theory and algorithms build on a mixture of techniques from convex analysis and stochastics. The workshop aims to promote the theory and applications by bringing together leading experts from both the theoretical and applied side of convex stochastic optimization.

The 3rd London-Paris Bachelier Workshop on Mathematical Finance

Thursday, 29 September 2016 : Féderation Bancaire Française, 18 rue la Fayette, 75009 Paris.
Friday, 30 September 2016 : Institut Henri Poincaré, amphithéâtre Hermite, 11 rue Pierre et Marie Curie, 75005 Paris.

Thanks to our sponsors, there is no registration fee. Coffee breaks and lunch on Friday will be available to all participants. If you are interested in participating to the conference, please send an e-mail to fontana [at]

Organizing Committee: (in collaboration with the Bachelier Paris group):
Bruno BOUCHARD (Université Paris Dauphine)
Luciano CAMPI (London School of Economics)
Claudio FONTANA (Université Paris Diderot)
Emmanuel GOBET (École Polytechnique)
Lane HUGHSTON (Brunel University London)
Antoine JACQUIER (Imperial College London)
Teemu PENNANEN (King's College London)
Johannes RUF (University College London)
Xiaolu TAN (Université Paris Dauphine)

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