All lectures in the 12th floor auditorium

KEYNOTE SPEAKER

Walter Schachermayer (University of Vienna) "From Bachelier to Dupire via Optimal Transport"

INVITED SPEAKERS

Antoine Jacquier (Imperial College London) "Transportation-cost inequalities for non-linear Gaussian functionals" 

Beatrice Acciaio (ETH) "Non-linear filtering via optimal transport"

Bruno Dupire (Bloomberg & New York University) "Signatures in Finance"

Carole Bernard (Grenoble Ecole de Management & Vrije Universiteit Brussel) “Multivariate Portfolio Choice via Quantiles"

Christa Cuchiero (University of Vienna) "Polynomial interacting particle systems and non-linear SPDEs for capitalization distribution curves"

Jorge Zubelli (Khalifa University & IMPA retired) "Risk Measures and Conditional Quantiles: An operator-theoretical approach"

Julien Guyon (École des Ponts ParisTech) "Does the Term-Structure of the At-the-Money Skew Really Follow a Power Law?"

Lakshithe Wagalath (IÉSEG School of Management) “Contagion in the crypto market"

Lane Hughston (Goldsmiths College, University of London) "Valuation of a Financial Claim Contingent on the

Outcome of a Quantum Measurement"

Mohammad Fesanghary (Bloomberg) "Novel Algorithm for Causal Structure Learning in Nonlinear Time-Series Data"

Marco Frittelli (Università degli Studi di Milano) “Collective Arbitrage and the Value of Cooperation"

Matheus Grasselli (McMaster University)

Raphael Douady (University of Paris I: Panthéon-Sorbonne) "New results on hedge fund risks by polymodel analysis"

Ryan Donnelly (King's College London) “Dynamic Inventory Management with Mean-Field Competition"

Sebastian Jaimungal (Univ. of Toronto, Canada) “Inverse Reinforcement Learning with Dynamic Risk Measures”

Silvana Pesenti (Univ. of Toronto, Canada) “Uncertainty Propagation and Dynamic Robust Risk Measures”

Teemu Pennanen (King’s College London) "Equilibria and price discovery in double auction markets"