11th European Summer School in Financial Mathematics
Paris, 27 - 31 August 2018

Ecole Polytechnique. Photo: Jeremy Barande.


    Lectures by:
    Aurélien Alfonsi, Ecole des Ponts ParisTech
    Dylan Possamaï, Columbia University
    Sergio Pulido, ENSIIE
    Stéphane Villeneuve, Toulouse School of Economics

Paris, 27 - 31 August 2018

An EMS Applied Mathematics school.

The European Summer School in Financial Mathematics aims at bringing together the most talented young researchers in mathematical finance. The successful applicants will be sponsored for their travel and living expenses during the summer school.

For its eleventh edition, the European Summer School in Financial Mathematics will be held in Palaiseau at the Ecole nationale de la statistique et de l'administration économique and the Ecole Polytechnique on the campus of Saclay.

The Summer School is centred around advanced courses related to two main topics:
  • Contract Theory: incentive policy and applications to financial regulation.
    Speakers: Dylan Possamaï (Columbia Univ.) and Stéphane Villeneuve (TSE).

  • Recent advances in affine models: simulations and rough diffusions.
    Speakers: Aurélien Alfonsi (Ecole des Ponts ParisTech) and Sergio Pulido (ENSIIE).

Student's presentations and discussion sessions will allow participants to engage with each other 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 Chair Risques financiers, the Chaire Analytics and models for regulation, the Chair Finance et développement durable, the ERC STAQAMOF Project ID: 679836 and the ANR PACMAN, the FIME for financial support.

ENSAE Ecole Polytechnique

Contact: summerschoolmathfi2018@cmap.polytechnique.fr