Up-coming talks, workshops and visitings

•  Math-Vives Social Research group Workshop, September 25th-26th, 2025. CNRS Headquaters, Paris.

• Workshop on Mean field games and mean field control in economics, December 16th-17th, 2025, Institut Henri Poincaré.

• International Hammamet conference « Stochastic control and Games for Risk and Regulation » - April, 27th-30th, 2026.

Conference, Workshop & Visiting

[96] Vienna Congress on Mathematical Finance, Vienna University of Economics and Business, Vienna, July 9th-11th, 2025.

[95] Conference on Risk and Uncertainty in Finance and Economics, School of Economics at the University of Johannesburg, 1st-4th April, 2025.

[94] Math-Vives Research Project Opening Days Workshop, March 24th-26th, 2025. University of Montpellier.

[93] Visiting Prof. Luciano Campi at University of Milan, March 10th-14th, 2025.

[92] Visiting Prof. Xiaolu Tan at China University of Hong Kong, March 1st-5th, 2025.

[91] Seminar of the mathematics department of KTH University, Stockholm, February 17th-18th, 2025.

[90] Workshop "Gaz à effet de serre et finance verte", 6-7 février 2025, Collège de France, Paris.

[89] NYU-Princeton Workshop on Future Electricity Grids and Energy Markets with Decarbonization.  January 22nd-23rd, 2025. NYU Tandon, Brooklyn, NY. 

[88] Visiting Prof. Fausto Gozzi and Prof. Sara Biagini at LUISS Department of Economics & Finance, Rome, December 16th-20th, 2024.

[87] Workshop "Modeling, Learning and Understanding: Modern Challenges between Financial Mathematics, Financial Technology and Financial Economics", Banff International Research Station, Alberta, Canada, November 10th - 15th 2024.

[86] Conference Stochastic Control & Risk, University of Tunis, Hammamet, October 27th - 31st, 2024.

[85] Working Group of the Laboratory of Probability, Statistic and Modeling, Credit Agricole CIB Headquaters, October 17th, 2024.

[84] Workshop: Energy, mathematics, and theoretical challenges, Institut Henri Poincaré, Paris, Sept. 30th-Oct. 4th, 2024

[83] Workshop "Risk Mitigation – Climate, Finance and Energy", Humbolt University, Berlin, September 2nd-3rd, 2024.

[82] Bachelier Congress, Rio de Janeiro, July 8th - 12th, 2024.

[81] Grenfin Summer School, Universita di Bologna, Bertinoro, June 22nd - 27th, 2024.

[80] Finance Seminar of Laboratory of Probability Statistics and Modeling, Université Paris-Cité, June 13th 2024.

[79] Visiting Prof. Nizar Touzi at Tandor School of Engineering at New York University, May 25th - 31st, 2024.

[78] Visiting Prof. Luciano Campi at Universita di Milano, April 8th - 12th, 2024.

[77] Visiting Prof. Ankur Kulkarni and Prof. Anupama Kowli at Indian Institute of Technology, Bombay, March 15th - 26th, 2024.

[76] Seminar the Economics and Finance Department of LUISS University, Rome, February 22nd, 2024.

[75] Peter Carr's seminar of mathematical finance, New York University, November, 30th 2023.

[74] Visiting Chinese University of Hong Kong Mathematics Department,  October 23rd-27th, 2023.

[73] Public panel on Tackling Climate Change and the Just Transition to Renewable Energy, University of British Columbia, July 26th-28th, 2023.

[72] Workshop on Mathematical Modelling and Forecasting of Renewables, Pacific Institute of Mathematical Sciences, July 26th-28th, 2023.

[71] MATS Seminar, College de France, July 19th, 2023.

[70] Volatility Conference, Singapore Management University, June 20th-21st, 2023.

[69] Seminar of Economics and Finance, LUISS University, Roma, May 18th, 2023.

[68] Applications of Stochastic Control to Finance and Economics, Banff International Research Station for Mathematical Innovation and Discovery, April 30th- May 5th, 2023.

[67] Conference on Risk and Uncertainty in Finance and Economics, School of Economics at the University of Johannesburg, 4th-7th April, 2023.

[66] Visiting at the Indian Institute of Technology of Mumbay, February 18th-25th, 2023.

[65] Workshop in Financial Mathematics, National University of Singapore, January, 13th-14th 2023.

[64] Seminar of Probability and Finance, University of Padova, October 28th 2022.

[63] Young Scientist Symposium 2022, Energy Challenges in the Modern World, October 20th, 2022.

[62] International Congress on Computational Finance, Wuppertal, June 06th-10th, 2022.

[61] Workshop Taming uncertainty in economics and finance, LUISS, Roma, May 26th-28th, 2022.

[60] Second International Workshop on Variational Methods and Applications for Modeling of Energy Exchange, Departement of Economics and Management, University of Brescia, May 9th-10th, 2022.

[59] MUSEES Conference, Lyon, March 16th-18th, 2022.

[58] LUISS Financial & Economics Seminar, December, 15th 2021.

[57] Workshop on Applications of Mean Field Games: from Models to Practice, Institute For Mathematical and Statistical Sciences,  University of Chicago, November, 16th-19th, 2021.

[56] Mediterranean Institut for Mathematical Sciences Seminar, June 30th, 2021.

[55] Workshop on Modern Power Grids: Stochastic, Statistical and Optimization Models, Princeton University, June 14th-15th, 2021.

[54] 2nd Spring Colloquium on Probability and Finance, University of Padova, April, 29th, 2021.

[53] University Paris Dauphine Department of Economics Seminar, April 12th, 2021.

[52] Le Mans University, Risk and Insurance Institute Seminar, April 6th 2021

[51] 20th Winter School of Mathematical Finance, University of Amsterdam, January 20th-22nd 2020.

[50]  Workshop Real Options, IMPA, Rio de Janeiro, November 29th December 5th, 2019.

[49]  Mathematical Finance Seminar, University of Bielefeld, Germany, November 20th, 2019.

[48] Workshop on Mean Field Games and Heterogeneous Agents, IRA, Univ. Le Mans, September 12th-13th, 2019.

[47] 12th Toulouse Conference on The Economics Energy and Climate,  Toulouse School of Economics, June 18th-19th, 2019.

[46] Canadian Applied and Industrial Mathematics Annual Meeting, Whistler, Bristish Columbia, June 9th-13th, 2019.

[45] New Frontier in Stochastics for Economics and Finance, University of Sienna, May 30th-June 1st, 2019.

[44] Mathematical Finance Seminar, TU Kaiserslautern, May 21st, 2019.

[43] Isaac Newton Institute for Mathematical Science, Cambridge University, Special Program on Mathematics for Energy System, Visiting scientist, April 1st-30th 2019.

[42] Second Leeds Meeting on Stochastic Control and Games under Ambiguity, University of Leeds, April 8th-13th, 2019.

[41] Mean-Field Games, Energy Systems and other applications, ICMS, Edinburgh, April 3rd-5th, 2019.

[40] Workshop on Real Options in Energy and Mining, The Fields Institute for Research in Mathematical Sciences, Toronto, Februray 11th-13th, 2019. 

[39] Flexible operation and advanced control for energy systems, Isaac Newton Institute, Cambridge University, January 7th-11th, 2019.

[38] Essec Energy & Commodity Webinar, December 14th, 2018.

[37] Seminar of Political Economics and Statistics, Siena University, November 14th, 2018. 

[36] International Conference on Control, Games and Stochastic Analysis, Hammamet, Otober 29th-November 1st, 2018.

[35] 10th World Congress Bachelier Finance Society, Trinity College, Dublin, July 16th-20th, 2018.

[34] 14th Viennese Conference on Optimal Control and Dynamic Games, Vienna, July 3rd-6th, 2018.

[33] Summer School on Statistics for Energy markets, Dourdan Campus, June 18th-20th, 2018.

[32] Seminar of Applied Mathematics, Collège de France, June 15th, 2018.

[31] Smart Energy and Stochastic Optimisation Workshop, ENPC, Paris Marne La Valle, May 23rd, 2018.

[30] Annual Summit on Risk Management, EDF R&D Paris Saclay, April 12th-13th, 2018.

[29] Bachelier Seminar, Paris, April 6th, 2018.

[28] Workshop on Stochastic analysis applied to economics, finance, and insurance, CMM, Santiago, March 19th 26th, 2018.

[27] Workshop Stochastics and Optimisation in Energy, King's College, London, March 15th, 2018.

[26] Workshop on Mean-Field Games Energy & Environment, Alan Turing Institute , London, feb. 2018. 

[25] CEMRACS Summer School, CIRM Marseille Luminy , july. 2017. 

[24] Commoditity and Energy Markets Annual Conference, Oxford, june. 2017. 

[23] EURO WG Pricing & Revenue Management Workshop, Amsterdam, june. 2017.

[22] Workshop on Mathematics & Economics of Energy Markets, Wokingham, UK, jan. 2017.

[21] Energy Finance Christmas Workshop, Essen, Germany, dec. 2016.

[20] Workshop of the Working Group COSMOS of INRIA, Paris, nov. 2016.

[19] SIAM Conference on Financial Mathematics & Engineering, Austin, Texas (USA), nov. 2016.

[18] Indo-UK workshop on Energy Management, ICMS, Edinburgh (Scotland), june 2016.

[17] Workshop on Commodity and their Financialization, IPAM, Los Angeles (USA), 2015.

[16]  Energy Finance Annual Conference, Erice (Italy), 2014.

[15] A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation, Focus Program on Commodities, Energy and Environmental Finance, Fields Institute, Toronto, Canada,  2013. video.

[14] A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation, Workshop on Mathematics of Energy Finance and Natural Ressource Managment, CMM, Santiago, Chili,  2013.

[13] A probabilistic  electricity outlook, First International Symposium on Energy and Finance Issues, Université Nanterre, Paris,  2013.

[12] A structural risk-neutral model for pricing and hedging power derivatives, Séminaire de Finance Quantitative de l’Université Paris I Sorbonne, 2013.

[11] Mini-course on Investment decision in power markets, Special Year on Financial Engineering for Energy and Commodity Risk Management, Wofgang Pauli Institute, Vienne, Autriche, 2011.

[10] Mini-course on Research  topics on electricity derivatives and commodities, Workshop on Mathematical Modelling and Calibration in Commodities and Energy, IMPA, Rio de Janeiro, Brésil, 2011. 

[9] A structural risk-neutral model for pricing and hedging power derivatives, Duisburg-Essen University Mathematical Finance Seminar, 2011.

[8] A structural risk neutral model of electricity prices, Industrial-Academic Forum on Commodities, energy markets, and emissions trading, Fields Institute, Toronto, Canada. 2010. 

[7] Long-term electricity contract valuation using rollover hedging, 33rd International Association of Energy Economics Annual Conference, Rio de Janeiro, Brésil 2010.

[6] A structural risk neutral model of electricity prices, Energy Finance Annual Conference Essen, Allemagne, 2010.

[5] Some remarks on long-term risk management in the industry sector, Conference COPI’08, Clamart, France, 2008.

[4] An historical perspective on financial risk management in power markets International Workshop in New Directions in Quantitative Finance, Paris, France.

[3] Operations research in energy sector – studies & problem overviews, Conference ICOPI’05, Clamart, France, 2005.

[2] Global Error estimation for index 1 and 2 DAEs, Scientific Computing and Differential Equations, SciCADE97, Grado, Italie. 1997.

[1] Asymptotic global error estimation for variable step-size and one-step methods, 17th Biennial Conference on Numerical Analysis, Dundee, Ecosse, 1997.

Media

Innovation verte : un déclin qui interroge , The Conversation, April, 2024.

What are the optimal policies for allocating allowances in the carbon market? Institut Louis Bachelier Notebook #41, August 2021.

Renewables Reliability in an Era of Force Majeure, SIAM News, May 2021.

Electricity demand response and optimal contract theory, ILB Methods n. 2, 2019.

Electricité : pour des tarifs modulés plus dynamique (Canal Xerfi, 2018).

Electricity demand response and optimal contract theory SIAM News, 2017.

Institut Louis Bachlier Letter  La recherche au service de la transformation et de la décarbonation du système électrique (2016),  Développement Durable & Méthodes Quantitatives (2014).

Revue Banque Le Financement de la transition énergétique (2016)