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Section: Dissemination

Scientific Animation

Collective responsabilities

  • 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.

  • B. Jourdain:

    • Head of the doctoral school MSTIC, University Paris-Est,

    • Associate Editor of ESAIM:Proc,

    • Member of editorial board of American Journal of Algorithms and Computing.

  • B. Jourdain and A. Sulem: Guest Editors of a special issue on systemic risk, to appear in Statistics and Risk modeling.

  • 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.

  • 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.

  • B. Lapeyre: Head of the doctoral department of Université Paris-Est.

  • A. Sulem:

    - Editorship:

    • Journal of Mathematical Analysis and Applications (JMAA)

    • International Journal of Stochastic Analysis (IJSA)

    • SIAM Journal on Financial Mathematics (SIFIN)

    - Participation to selection committees:

    • Full Professor of Mathematics, Ecole Centrale de Paris, September 2013.

    • Researcher, Inria Sophia-Antipolis, 2013.

Invitations and participations in conferences

  • A. Alfonsi :

    • "Optimal execution and price manipulations", ANR Liquirisk Workshop, Paris Dauphine.

    • "Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme", (June at Mannheim, October at Evry).

  • V. Bally

    • Visits to Ritsumeikan University (Japan), Collaboration with A. Kohatsu Higa, September 2013, and to Tor Vergata University, Roma (May-June and July 2013).

    • 29-31 August 2013. Conference for the 150 aniversary of the Mathematical Faculty of Bucharest. Romania

  • R. Dumitrescu:

    Poster Presentation, SMAI Congress, Seignosse (Landes), 27-31 May 2013.

  • C. Fontana:

    • 7th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus, Métabief, 13-20 January 2013 (speaker);

    • visits Politecnico di Milano, collaboration with Emilio Barucci, 27-29 January, 27 March - 1 April, 13-14 May.

    • Seminar: Université Marne La Vallée, Laboratoire d'Analyse et de Mathématiques Appliquées, 8 February 2013;

    • Current Topics in Mathematical Finance, Wien, 18-19 April 2013 (participant);

    • Seminar: Politecnico di Milano, Department of Mathematics, 14 May 2013;

    • 30th International French Finance Association Conference, Lyon, 28-31 May 2013 (speaker & discutant);

    • 6th General AmaMeF and Banach Center Conference, Warsaw, 10-15 June 2013 (speaker);

    • Workshop on Stochastic Portfolio, Arbitrage Theory, Role of Information and Credit Risk, Beijing, 24-28 June 2013 (invited speaker);

    • 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);

    • Workshop on Mathematics in Finance, Zurich, 18 October 2013 (participant);

    • Seminar: ENSTA Paris, 28 October 2013.

  • B. Jourdain:

    • colloquium Bezout, 31 January 2013, Discretization of stochastic differential equations.

    • BigMC Seminar, 21 February 2013 , Optimal sclaing of the transient phase of Metropolis-Hastings algorithms

    • Ergonum workshop , CIRM, 25-28 February 2013 : Optimal scaling of the transient phase of Metropolis-Hastings algorithms

    • Seminar of the chair “Financial risks”, 22 April 2013 : American Put in an exponential Levy model with discrete dividends

    • German-Polish joint Conference on Probability and Mathematical Statistics, Torun, 6-9 juin 2013, Optimal scaling of the transient phase of Metropolis-Hastings algorithms

    • ANR Stab meeting, Paris Dauphine, 11-12 June 2013, Optimal transport bounds between a one-dimensional diffusion and its Euler scheme

    • 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

    • Scicade 2013, 19 September 2013, Optimal scaling of the transient phase of Metropolis-Hastings algorithms, in an invited session on MCMC algorithms

    • Seminar Stochastic Analysis, Oxford MAN Institute, 14 October 2013, Optimal transport bounds between a one-dimensional diffusion and its Euler scheme

    • Mathematics seminar of Marne-la-Vallée, 3 December 2013, Optimal scaling of the transient phase of Metropolis-Hastings algorithms

    • ANR Stab meeting, 16-17 December 2013, 4h lecture on "Discretization of stochastic differential equations : strong error, weak error and optimal transport"

  • C. Labart:

    • Colloquium on Financial Mathematics and Numerical Probability, Beijing.

    • Local organizer of the international conference IMACS 2013, which took place in Annecy.

  • J. Lelong:

    • Conference "Les Nouveaux Outils du Développement Durable", Paris, October 2013.

    • 9th IMACS Seminar on Monte Carlo, Annecy, July 2013.

    • Workshop on Financial Mathematics and Numerical Probability, Beijing, June 2013.

  • A. Sulem:



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