Workshop

The aim of this conference is to enhance existing connections and foster new collaborations between researchers from our teams in Paris and Chile, in the fields of financial mathematics, quantitative finance, stochastic control, insurance and risk management. This is the second installment of what we believe will be a continuing series of international conferences. The conference will be co-organized by Mathematical Finance and Economics teams at CMM, Universidad de Chile, CEREMADE – Université Paris Dauphine in France, as well as the École Polytechnique in Paris, the FIME research initiative of EDF in France, the chair ACTINFO, and the ANR project PACMAN. The conference will be the occasion to reunite some of the most recognized researchers in the field of Mathematical Finance, as well as promising younger researchers.

Organizing Committee

  • Romuald Elie – Université Paris-Est Marne-la-Vallée
  • Alejandro Jofré – Universidad de Chile
  • Dylan Possamaï – Columbia University