In the second of a series of meetings bridging the London and Paris mathematical finance communities, a two-day London-Paris Bachelier Workshop on Mathematical Finance is being organised to take place in London from 1.30pm on Friday 25 September 2015 to 5.30pm on Saturday 26 September 2015.
The meeting is intended to be similar in scope and structure to the highly successful London-Paris Bachelier Workshop held last year in Paris, 25-26 September 2014, which took place at the Institut Louis Bachelier and the Fédération Bancaire Française.
The purpose of the workshop is to exchange information about recent research being carried out in the two communities, and to encourage cross-channel research collaborations.
It is planned that there will be about sixteen talks altogether, given by representatives from each side of the channel. There will be a reception with drinks and canapés at the end of the first day of the meeting, accompanied by a poster session to give research students an opportunity to present their work.
The workshop is being organised by Luciano Campi, Emmanuel Gobet, Lane Hughston, Antoine Jacquier and Teemu Pennanen, in collaboration with the Paris Bachelier Group. Funding for the workshop has been provided by the London Mathematical Society. The venue for the workshop has been provided by King's College London. Additional sponsorship for the workshop has been provided by World Scientific Publishing Company.
Organizing Committee (in collaboration with the Paris Bachelier Group)
Luciano Campi (London School of Economics)
Emmanuel Gobet (Ecole Polytechnique)
Lane Hughston (Brunel University London)
Antoine Jacquier (Imperial College London)
Teemu Pennanen (King's College London)