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Sponsor: FBF
Homepage: http://www.ceremade.dauphine.fr/~bouchard/ESCMF/
Email: euroschoolmathfi@cmap.polytechnique.fr
Organizers: Bruno Bouchard, Monique Jeanblanc, Bernard Lapeyre, Gilles Pagès, Huyên Pham and Nizar Touzi
Deadline for abstracts: April 30, 2008
Description:
Summer school in Mathematical Finance. Two plenary lectures will be organized: 1. Lévy Processes and Application in Finance, by Rama Cont and Monique Jeanblanc; 2. Random Matrices and Correlations in Large Financial Markets, by Jean-Philippe Bouchaud and Noureddine El Karoui. Advanced participants are invited to present their own work during the summer school.
Submitted by: Bouchard
Date received: February 20, 2008, revised February 21, 2008
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