Section: Dissemination
Promoting Scientific Activities
Scientific events organisation

A. Alfonsi: Coorganizer of the working group seminar of MathRisk “Méthodes stochastiques et finance”. http://cermics.enpc.fr/~alfonsi/GTMSF.html

R. Dumitrescu: Coorganizer of the young researchers in Mathematics Seminar of Université Paris Dauphine.

B. Jourdain (with B. Bouchard and E. Gobet): organization of the 20152016 thematic semester on Monte Carlo methods financed by the Institute Louis Bachelier.
Journal
Member of the editorial boards
Reviewer  Reviewing activities
The members of the team reviewed numerous papers for numerous journals.
Invited talks

 "Dynamic optimal execution in a mixed–market–impact Hawkes price model", Workshop on "The Mathematics of High Frequency Financial Markets", IPAM, Los Angeles, April 13 2015:
 "Optimal transport bounds between the timemarginals of a multidimensional diffusion and its Euler scheme", AMSEMSSPM conference, Porto, June 10 2015:
 "Dynamic optimal execution in a mixed–market–impact Hawkes price model", séminaire de la chaire Risques financiers, June 12 2015:
 "Optimal execution in a Hawkes price model", LondonParis Bachelier Workshop on Mathematical Finance 2015, Sept 26 2015

 Financial Mathematics Seminar, Univ MarnelaVallée, ENPC and Inria, 12 January
 Stochastic Analysis Seminar, Imperial College London, 17 March

 Conference in honor of Vlad Bally, le Mans, 69 October 2015 : Strong convergence properties of the Ninomiya Victoir scheme and applications to multilevel Monte Carlo
 Workshop on NASPDE 2015, Inria Sophia, 2223 September 2015 : Multitype sticky particles and diagonal hyperbolic systems of PDEs
 Workshop BIRS Freeenergy calculations, a mathematical perspective, Oaxaca 1924 july 2015 : Analysis of discrete space versions of the selfhealing umbrella sampling and welltempered metadynamics algorithms
 Workshop Probabilistic Numerical Methods for NonLinear PDEs, Imperial College London , 29 june1st july 2015 : On a stochastic particle approximation of the KellerSegel equation  Workshop Numerical Probability and Applications to Finance, Enit Tunis, 30 april 2015 : Strong convergence properties of the Ninomiya Victoir scheme and applications to multilevel Monte Carlo
 Maxwell Colloquium, Edimbourg, 6 february 2015 : Multitype sticky particles and diagonal hyperbolic systems of PDEs

 Workshop Numerical Probability and Applications to Finance, Tunis, April 2015. "On the Canadian approximation of the American put".
 Workshop in honor of Vlad Bally, Stochastic Calculus, Monte Carlo Methods and Mathematical Finance, Le Mans October 2015. "On the binomial approximation of the American put".

 7th general AMAMEF and Swissquote conference, Lausanne, 2015
 Workshop Advanced methods in Mathematical Finance, Angers, France, 2015
 Workshop on current challenges in financial mathematics and economics, London, 2015
 Workshop on smart energy and stochastic optimization, ENPC, Paris, 2015
 South East Asia conference in Mathematical Finance, Siem Reap, Cambodia, 2015

A. Lionnet  MSEMSSPM International Meeting, special session on Stochastic Numerical Methods for Nonlinear Equations. Porto, June 1013.
 2nd IMA conference on mathematics in finance. Manchester, 18–19 June.
 Workshop on Probabilistic numerical methods for nonlinear PDEs at Imperial College. London, June 29 – July 1.
 The 2015 conference on Stochastic Processes and Applications. Oxford, July 13–17.

 International Conference "Stochastics and Computational Finance 2015 from academia to industry", July 610, 2015, ISEG  University of Lisbon, keynote speaker, http://www.scf2015.com
 Conference on Mathematical Finance and Partial Differential Equations, Rutgers University, New Brunswick, New Jersey, May 2015, Plenary speaker, http://www.finmath.rutgers.edu/mfpde2015/
 Second conference on " Stochastics of Environmental and Financial Economics", April 2024, 2015, Academy of Science in Oslo, Plenary speaker,
http://www.mn.uio.no/math/english/research/groups/stochasticanalysis/events/conferences/StochEnvironapril2015/index.html
 Conference in honor of Prof. V. Bally, "Stochastic Calculus and Malliavin Calculus, MonteCarlo Methods and Mathematical Finance", Université du Mans, 69 Octobre 2015. http://lmm.univlemans.fr/spip.php?article129
Research administration

A. Alfonsi: In charge of the Master “Finance and Application” at the Ecole des Ponts.

V. Bally: Member of the scientific committee of Université ParisEst MarnelaVallée; member of the scientific committee and responsible of the theme "Stochastic equations and PDEs" of ; Responsible of the Probability team of LAMA (until April) and organizer of the seminar of the LAMA laboratory. Labex Bezout;

R. Dumitrescu : creation of the ALUMNI of Fondation des Sciences Mathematiques de Paris

B. Jourdain: Head of the doctoral school MSTIC, University ParisEst

D. Lamberton: Vicepresident for research at Université ParisEst MarnelaVallée

A. Sulem: member of the Committee for technology development , Inria ParisRocquencourt