Modeling and managing financial risks
Paris, 10-13 January 2011
                 


Plenary speakers

  • Paul Embrechts (ETH Zurich)
  • Jean-Pierre Fouque (University of California Santa Barbara)
  • Emmanuel Gobet (Ensimag Grenoble)
  • Ioannis Karatzas (Columbia University)
  • Gilles Pagès (Paris VI University)
  • Xunyu Zhou (Oxford)
  • Others to come

Plenary speakers, academic-practitioner interaction day

During the day of January 13 all talks will be plenary and given by leading quants and academics working on subjects of particular relevance to the practice of risk management

  • Frédéric Abergel (Ecole Centrale Paris)
  • Salah Amraoui (BNP Paribas)
  • Philippe Balland (Bank of America Merrill Lynch)
  • Jean-Philippe Bouchaud (Capital Fund Management)
  • Rama Cont (Columbia University and CNRS)
  • Bruno Dupire (Bloomberg)
  • Charles-Albert Lehalle (Crédit Agricole Cheuvreux)
  • Alex Lipton (Bank of America Merrill Lynch)
  • Others to come

Special event

To celebrate the 20th anniversary of the Master program "Probabilities and Finance", Nicole El Karoui will deliver a series of three lectures on January 10-12 (the topic will be announced later on this web site)


Contact: financialrisks2011@gmail.com