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:

  • 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
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.
This international meeting takes place from 25 to 28 October 2010 in Tamerza Oasis (south of Tunisia) about 70 km from Tozeur airport.


  • Abstract bookThe slides of the presentations are now available. Check the Speakers & Slides section (30.Oct.2010).
  • The abstract book is now available (1Mb)! Click to download. (21 OCt)

Committee & contact

List of participants

Speakers & Slides Final schedule


Venue & local information


Images of Tamerza palace

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