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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