EIGHT EUROPEAN SUMMER SCHOOL
IN FINANCIAL MATHEMATICS
"Networks and interactions"
Le Mans, Institut du Risque et de l'Assurance, 31 August - 4 September 2015
An EMS Applied Mathematics school
For its eight anniversary, the European Summer School in Financial Mathematics will be held in Le Mans, in the premises of the Institut du Risque et de l'Assurance on the campus of Université du Maine.
The Summer School is centred around three advanced courses: 1) Systemic Risk and contagion through financial networks 2) Large scale machine learning and tools from convex optimization and 3) Hawkes processes and applications to finance. Student seminars and discussion sessions will allow participants to engage with and discuss their current research.
One of the aims of the Summer School is to encourage active cooperation and collaboration in mathematical finance among European institutions. We very much count on the members of the Scientific Committee for their support in achieving this aim.
This school belongs to the series of the EMS Applied Mathematics schools. We gratefully acknowledge the support of Institut de Risque et de l'Assurance du Mans and the Laboratoire Manceau de Mathématiques of Université du Maine-Le Mans, the ‘Chaire Risques Financiers' sponsored by Société Générale and Fondation du Risque, the ‘Chaire Marchés en mutation’ sponsored by Fédération Bancaire Française, and the ‘Chaire Finance et développement durable’ sponsored by EDF and Crédit Agricole CIB.
|Institut du Risque et de l'Assurance du Mans||CMAP, Ecole Polytechnique||Université du Maine||Laboratoire Manceau de Mathématiques|
|European Mathematical Society||Société de Math Appliquées et Industrielles|