Section: New Results

Highlights of the Year

B. Jourdain and A. Sulem : Guest editors of the special issue "Systemic Risk" of Statistics and Risk Modeling, 2014. [27]

The research project "Stochastic Control of Systemic Risk" has been awarded by the scientific council and Professional Fellows of Institut Europlace de Finance (EIF) and Labex Louis Bachelier (December 2014).

Roxana Dumitrescu, PhD student, received the price for collaborative actions during her PhD studies, delivered by Fondation des Sciences Mathématiques de Paris and CASDEN (November 2014).

Pierre Blanc, PhD student, has got the award of "Rising star of quantitative finance" for his talk on a price impact models with an exogeneous (Hawkes) flow of orders [29] . This prize was given by the Global Derivatives conference (Amsterdam, 12-16 May) to indicate the best work among PhD students.