This conference focuses on recent advances in financial Mathematics, for both academic researchers and practitioners. All talks will be plenary and given by international leading academics working on subjects of particular relevance for the practice of financial risk management.

The purpose is to foster discussions and collaborations among applied mathematicians, probabilistics, statisticians, and practitioners with the goal of deepening cooperation and promoting the cross-fertilization of ideas.

Topics will include market liquidity, market microstructure, risk measures, numerical methods, model calibration and model risk, robustness, credit/Default/Counterparty risk, regulatory aspects, non-linear valuation, hedging, systemic risk, game theory...

The registration to this conference is free but mandatory.

Here is the list of confirmed plenary speakers:

Eduardo Abi Jaber (Ecole Polytechnique)

Beatrice Acciaio (ETH Zürich)

Peter Bank (TU Berlin)

Sara Biagini (LUISS) 

Albina Danilova (LSE)

Martino Grasselli (Padova and DVRC)

Caroline Hillairet (ENSAE)

Mathieu Laurière (NYU Shanghai)

Jan Obloj (Oxford)

Mark Podolskij (Luxemburg)

Nizar Touzi (NYU)

Yufei Zhang (Imperial College)

The programme will also include invited thematic sessions and short talks by young researchers. The conference is organized in the framework of the Chair "Financials Risks" of the Risk Foundation.

The organizing committee:
A. Alfonsi, A. Bettinelli, S. De Marco, P. Dumont, N. El Karoui, M. Huyet, B. Jourdain, I. Kharroubi, G. Pagès, H. Pham and M. Sbai.