Section: Dissemination
Scientific Animation
Collective responsabilities
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A. Alfonsi: Co-organizer of the working group seminar of MathRisk “Méthodes stochastiques et finance”.
In charge of the Master “Finance and Application” at the Ecole des Ponts.
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B. Jourdain and A. Sulem: Guest Editors of a special issue on systemic risk, to appear in Statistics and Risk modeling.
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C. Labart: reviewer for : Mathematical Reviews and Referee for Stochastic Processes and Their Applications, Mathematical Finance and Mathematics of computation, Journal of Computational Finance, SIAM Numerical Analysis and Annals of Applied Probability.
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D. Lamberton: associate editor of Mathematical Finance and co-editor of ESAIM Probability and Statistics.
Research Vice President of Université Paris-Est Marne-la-Vallée.
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B. Lapeyre: Head of the doctoral department of Université Paris-Est.
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Invitations and participations in conferences
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Poster Presentation, SMAI Congress, Seignosse (Landes), 27-31 May 2013.
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7th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus, Métabief, 13-20 January 2013 (speaker);
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visits Politecnico di Milano, collaboration with Emilio Barucci, 27-29 January, 27 March - 1 April, 13-14 May.
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Seminar: Université Marne La Vallée, Laboratoire d'Analyse et de Mathématiques Appliquées, 8 February 2013;
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Current Topics in Mathematical Finance, Wien, 18-19 April 2013 (participant);
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Seminar: Politecnico di Milano, Department of Mathematics, 14 May 2013;
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30th International French Finance Association Conference, Lyon, 28-31 May 2013 (speaker & discutant);
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6th General AmaMeF and Banach Center Conference, Warsaw, 10-15 June 2013 (speaker);
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Workshop on Stochastic Portfolio, Arbitrage Theory, Role of Information and Credit Risk, Beijing, 24-28 June 2013 (invited speaker);
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Seminar: Ludwig-Maximilians-Universität Munich, 8 July 2013, and collaboration with Alessandro Gnoatto et Christa Cuchiero, 7-10 July ? 37th Meeting of the Italian Association for Mathematics Applied to Economics and Social Sciences (AMASES), 5-7 September 2013 (speaker);
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Workshop on Mathematics in Finance, Zurich, 18 October 2013 (participant);
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colloquium Bezout, 31 January 2013, Discretization of stochastic differential equations.
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BigMC Seminar, 21 February 2013 , Optimal sclaing of the transient phase of Metropolis-Hastings algorithms
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Ergonum workshop , CIRM, 25-28 February 2013 : Optimal scaling of the transient phase of Metropolis-Hastings algorithms
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Seminar of the chair “Financial risks”, 22 April 2013 : American Put in an exponential Levy model with discrete dividends
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German-Polish joint Conference on Probability and Mathematical Statistics, Torun, 6-9 juin 2013, Optimal scaling of the transient phase of Metropolis-Hastings algorithms
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ANR Stab meeting, Paris Dauphine, 11-12 June 2013, Optimal transport bounds between a one-dimensional diffusion and its Euler scheme
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LIASFMA Summer school : new developments in stochastic analysis : probability and PDE, interactions, Beijing, 8-12 july 2013 : Optimal scaling of the transient phase of Metropolis-Hastings algorithms
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Scicade 2013, 19 September 2013, Optimal scaling of the transient phase of Metropolis-Hastings algorithms, in an invited session on MCMC algorithms
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Seminar Stochastic Analysis, Oxford MAN Institute, 14 October 2013, Optimal transport bounds between a one-dimensional diffusion and its Euler scheme
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Mathematics seminar of Marne-la-Vallée, 3 December 2013, Optimal scaling of the transient phase of Metropolis-Hastings algorithms
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ANR Stab meeting, 16-17 December 2013, 4h lecture on "Discretization of stochastic differential equations : strong error, weak error and optimal transport"
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Plenary talk at the IFIP TC 7 Conference on System Modelling and Optimization, Klagenfurt, Austria. September 2013
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Invited talk, "Stochastic Analysis and Mathematical Finance", September 2013, Bergen
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"PDE and Mathematical Finance V", Stockholm, June 10-14, 2013.
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Stochastics and Real World Models 2013, July 2013, Bielefeld, Germany.
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Nomura seminar, Mathematical Institute, University of Oxford , March 8 2013,
http://www.maths.ox.ac.uk/events/seminars/upcoming/P10Y/4/1664
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Stochastic Analysis and Applications Conference, Växjö, Sweden, June 2013,
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Talk at Horizon Maths 2013, Fondation Sciences Mathématiques de Paris, Paris, December 16-17 2013.
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