Keynote Speaker:

Prof. Mark DAVIS (Imperial College London)

Mathematical Finance: Where Is It All Heading?

Invited talks

• Christian Bayer (Weierstrass Institute, Berlin) Smoothing the Payoff for Efficient Computation of Basket Options
• Carole Bernard (Grenoble Ecole de Management & Vrije Universiteit Brussels) Cost Efficient Strategies Under Model Ambiguity
• Alex Cox (University of Bath) Robust Hedging of Options on a Leveraged Exchange Traded Fund
• Tiziano de Angelis (University of Leeds) Solving the dividend problem via optimal stopping
• Ryan Donnelly (EPF Lausanne) Optimal Decisions in a Time Priority Queue
• Kathrin Glau (Queen Mary University of London) Parametric Option Pricing by Interpolation
• Matthew Lorig (University of Washington) Robust Replication of Variance-Style Claims for Models with Stochastic Volatility and Jumps
• Markus Pelger (Stanford University) Estimating Latent Asset-Pricing Factors
• Eric Schaanning (Norges Bank, Oslo) Monitoring Systemic Risk: the Indirect Contagion Index
• Torsten Schöneborn (Deutsche Bank, London) Optimal Trade Execution In Order Books With Time-Varying Liquidity
• Mykhaylo Shkolnikov (Princeton University ) Interaction Through Hitting Times and Systemic Risk
• Pietro Siorpaes (Imperial College London ) Structure of Martingale Transports in Finite Dimensions
• Kostas Spiliopoulos (Boston University) Pricing of Contingent Claims in Asymptotically Complete Markets
• Luitgard Veraart (London School of Economics) Systemic Risk Assessment in Financial Networks
• Johanna Ziegel (University of Bern) Higher order elicitability of Expected Shortfall