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  • Conference «Stochastic Calculus, Martingales and Financial Modeling»

Conference «Stochastic Calculus, Martingales and Financial Modeling»

 

Conference «Stochastic Calculus, Martingales and Financial Modeling» will be organized in Saint Petersburg, Russia, on June, 29 — July, 6, 2014.

Participants | Program | Organizers | Location | Contacts

Main topics:

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


Confirmed participants:

F. Biagini (Munich University)F. Delbaen (ETH Zurich)R. Douady (University Paris 1)
E. Eberlein (Freiburg University)H.-J. Engelbert (Jena University)H. Foellmer (ETH Zurich)
J. Kallsen (Kiel University)M. Kijima (Tokyo Metropolitan University)T. Meyer-Brandis (Munich University)
S. Peng (Shandong University)W. Runggaldier (Padova University)M. Schweizer (ETH Zurich)
T. Suzuki (Hokkaido University)J. Teichmann (ETH Zurich)T. Shibata (Tokyo Metropolitan University)
N. Touzi (Ecole Polytechnique)L. Vostrikova (University of Angers)M. Zervos (London School of Economics)
D. Belomestny (Duisburg-Essen University)A. Mijatovic (London School of Economics)M. Urusov (Duisburg-Essen University)
P. Tankov (University Paris 7)E. Lepinette (CEREMADE)Y. Kutoyants (University of Maine)
G. Shevchenko (Kiev University)A. Winter (Duisburg-Essen University)S. Pergamentschikov (University of Rouen)
C. Kardaras (London School of Economics)A. Danilova (London School of Economics)J. Grepat (CEREMADE)
D. Kramkov (Carnegie Mellon University)