Fifth European Summer School in Financial Mathematics

Aug 27 2012 - 00:00
Aug 31 2012 - 23:59

Campus of Ecole Polytechnique

Short description of the event: 

The European Summer School in Financial Mathematics aims at bringing together the most talented young researchers in the field, looking at the very young who only just started their PhD studies. The successful candidates will be sponsored for their travel and living expenses during the summer school.
The Summer School is centred around one or two advanced courses taught by widely recognised experts.

This year, two courses are proposed.

Course 1. Optimal Transport and Finance:
- Part I - Filippo Santambrogio : Abstract Optimal Transport, Main Concepts and Techniques
- Part II - Nizar Touzi & Pierre Henry-Labordère: Applications to robust pricing and hedging problems in mathematical finance

Course 2: Skorokhod Embedding Problems in Finance, Jan Obloj.