14-17 Jan 2020 Paris (France)

Planning

Week Tue. 14 Wed. 15 Thu. 16 Fri. 17 List

‹ Wednesday, January 15, 2020 ›

09:00

10:00

11:00

12:00

13:00

14:00

15:00

16:00

17:00

18:00

›9:00 (45min)

A Theory of FinTech
Steven Kou

›9:45 (45min)

Term structure models with stochastic discontinuities
Zorana Grbac

›10:30 (30min)

Coffee break

›11:00 (1h40)

Advanced Modeling

›12:40 (2h20)

Lunch break (make your own plan)

›15:00 (45min)

Quenched mass transport of particles towards a target
Idris Kharroubi

›15:45 (45min)

Mean-field Markov decision processes with common noise and open-loop controls
Huyên Pham

›16:30 (30min)

Coffee break

›17:00 (1h)

Flash Talks

Session

Speech

Logistics

Break

Tour

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