For the Evry part the conference venue is in Paris, at IHP , see http://www.ihp.fr/fr/guide_pratique

Slides (Download zip-file, 7,138 MB)

The program is as follows.

Monday May 2, 2016  (IHP, room 314)

10h Jean Jacod, University Pierre et Marie Curie, Incomplete financial models: range of option prices and completion through option prices
11h Coffee break
11h30 Tahir Choulli, University of Alberta, Local Martingale Deflators Parametrisation for a Stopped Model with Applications
12h20 Martin Larsson, ETH Zurich, Semi-static completeness and robust pricing by informed investors
13h Lunch time
14h10 Ying Jiao, Université Claude Bernard Lyon 1, Dynamics of multivariate default system in random environment
14h50 coffee break
15h20 Libo Li, University of New South Wales, An enlargement of filtration formula with application to progressive enlargement with multiple random times 
16h Stéphane Crépey, Université d'Évry, Invariance times
17h End of the day

Monday May 3, 2016 (IHP, amphithéâtre Hermite)
     
9h Thierry Jeulin, Université Paris 7
10h Kostas Kardaras, London School of Economics, Scale Functions and the Law until Maximum of Spectrally Negative Downwards Transient Feller Processes
10h50 Coffee break
11h20 Peter Tankov, Université Paris 7, Arbitrage and utility maximisation in market models with insider
12h Christophette Blanchet-Scalliet, École Centrale de Lyon, Successive enlargement of filtrations and application to insider information
12h40 Lunch time
13h50 Discussion
14h30 Coffee break
15h Umut Cetin, London School of Economics, Path transformations for local times of one-dimensional diffusions
15h40 Philip Protter, Columbia University,  A connection between the expansion of filtrations and the origin of financial bubbles
16h40 End of the workshop