I've missed more than 9000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed
by Michael Jordan

School 2011

Last updated: 31/May/2011

International Thematic School: Mathemcatical Methods in Finance and Economy

Do Son, Hai Phong, Vietnam, from 24/October to 01/November, 2011.

Organized by: Centre National de la Recherche Scientifique (CNRS), and Vietnamese Academy of Science and Technology (VAST)

Other sponsors include: Hanoi Centre for Financial and Industrial Mathematics (Hanoi National University of Education), HaiPhong University, …

Scientific Committee: Nguyen Dinh Cong (Hanoi Institute of Mathematics), Huyên Pham (Paris 7), Christine Thomas (Toulouse 1), Stéphane Villeneuve (Toulouse 1), Nguyen Tien Zung (Toulouse 3)

Local organizers: Nguyen Viet Dung (Hanoi Institute of Mathematics, chair), Do Duc Thai (Hanoi National University of Education), Luu Hoang Duc (Hanoi Institute of Mathematics), Dang Thu Huong (MilitaryBank)

Place: The school will take place at the main conference room (capacity: 150 people) at Hai Au Hotel, Do Son, Hai Phong. Participants can be lodged at Hai Au Hotel and nearby hotels in Do Son resort.

Tentative programme:

* 7 lecture courses given by leading academic experts

* Talks given by professionals in the financial world.

* Short research talks.

Lecture courses:

* Rama Cont (Columbia University and CNRS): Modelling of financial markets.

* Paul Embrechts (ETHZ): Extreme value theory in finance

* Jean-David Fermanian (CREST): Financial risk management

* Berndt Oksendal (Oslo): Stochastic optimization in finance

* Jérôme Renault (Toulouse 1): Game theory in economy.

* Christian-Yann Robert (ISFA Lyon): Risk measures in finance and insurance.

* Christine Thomas (Toulouse 1): Spatial statistics and applications to the real estate market.

Talks given by financial professionals include: (to be added)

Cultural activities: Excursion to Cat Ba Island (a national park in Ha Long Bay), banquet, …

Registration fees: (to be added)

Financial support: (to be updated)

We have money to give (partial) financial support, including registration fees and accommodation, to a number of participants. Details will be available later.

For any inquiry please contact the local organizers.

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