The focus of this workshop is on mathematical finance and backward stochastic differential equations (BSDEs) along with their applications in finance. New advances in BSDEs for financial engineering applications include:
The workshop aims at discussing the latest developments on these topics. The list of participants contains top researchers in the field largely from France but also from all over the world.
- Pricing and hedging of derivatives in financial markets
- Numerical methods in finance
- Dynamic risk measures
- Optimal stochastic control and finance
- (Stochastic) partial differential equations in finance
- Credit risk
This international meeting takes place from 25 to 28 October 2010 in Tamerza Oasis (south of Tunisia) about 70 km from Tozeur airport.