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EFFA 2016
Schedule May
Schedule September

Schedule September

For the Zurich part the conference venue is in Zurich, at the Institute of Mathematics.
(Campus Irchel, Winterthurerstrasse 190, 8057 Zurich)


The program is as follows.

Thursday September 8, 2016 (Institute of Mathematics, Building Y27, Rooms H28, H25 and H26)

09h30 Monique Jeanblanc, Université d'Évry, New results on enlargement of filtration theory with application to finance and some open problems
10h30 Coffee break
11h15 Anna Aksamit, University of Oxford, Additional information and pricing-hedging duality in robust framework

12h00 Lunch

14h00 Discussion session: Umut Cetin, London School of Economics
15h00 Coffee break
15h30 Caroline Hillairet, ENSAE, Asymmetric information in trading against disorderly liquidation of a large position
16h15 Discussion session: Shiqi Song, Université d'Évry
18h30 Conference Diner

Friday September 9, 2016 (Institute of Mathematics, Building Y27, Rooms H28, H25 and H26)

09h15 Delia Coculescu, University of Zurich, Default contagion with interacting intensities: a non Markovian approach
10h00 Coffee break
10h30 Discussion sessions: Claudio Fontana, LPMA / Thomas Lim, ENSIIE

12h30 Lunch

14h30 Karl-Théodor Eisele, Université de Strasbourg, Partial Immersions
15h00 Coffee break
15h45 Beatrice Acciaio, London School of Economics, Causal optimal transport and its links to enlargement of filtrations and stochastic optimal control
16h30 Discussion session: Philip Protter, Columbia University
17h30 Open discussions