Preliminary program

  • The summer school will start on Sunday, September 7 at 6:00 PM with the registration and welcome at VVF Dourdan and end on Sunday, September 14 at 2:00 PM
  • Accomodation in Paris for the night of September 6 will be offered to foreign participants arriving on September 6

Wednesday Night: Don't miss the Summer School Dinner!!!


  Monday Tuesday Wednesday Thursday Friday Saturday Sunday
8:30-10:30 Monique Jeanblanc Monique Jeanblanc Monique Jeanblanc Rama Cont Jean-Philippe Bouchaud Rama Cont Dsicussion time
10:30-11:00 Coffee break Coffee break Coffee break Coffee break Coffee break Coffee break Coffee break
11:00-13:00 Noureddine El Karoui Noureddine El Karoui Noureddine El Karoui Jean-Philippe Bouchaud Jean-Philippe Bouchaud Rama Cont Discussion time
13:00-14:00 Lunch Lunch Lunch Lunch Lunch Lunch Lunch
14:00-16:30 Discussion time Interaction with
Financial Institutions (see below)		 Free time Discussion time Discussion time Discussion time
16:30-18:30 Contributed talks Contributed talks Contributed talks Contributed talks


Tuesday, September 9 afternoon program
14:30  15:15 Lorenzo Bergomi, Société Générale, Open issues in Equity Derivatives modelling
15:15  16:00 Christophe Michel, Calyon, Exotic Risk Mitigation
16:00  16:30 Pause and discussion,
16:30  17:15 Alexandre Davroux, BNP Paribas, Credit equity modelling
17:15  18:00 Michel Crouhy, Natixis, Managing the Newest Derivative Risks
CMAP UMR 7641 École Polytechnique CNRS, Route de Saclay, 91128 Palaiseau Cedex France, Tél: +33 1 69 33 46 00 Fax: +33 1 69 33 46 46