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CIMPA-IMAMIS-VIETNAM School

Mathematical Finance

Objectives :
These lectures are intended for Mathematicians interested in the applications of stochatic methods to modern finance. They will also allow practitioners from financial institutions and companies operating in ASEAN countries to get in touch with European researchers in the subject. This School is part of the Imamis program : we especially encourage people involved in this program or researchers, teachers, or practitioners who want to contribute to the dissemination of Imamis to apply and ask for support both from their home institution and from Cimpa/Imamis.

Scientific directors :
M. Diener (Université de Nice Sophia-Antipolis, France), Huyên Pham (Université Denis Diderot, Paris 7, France)

Local organizers :
Nguyen Dinh Cong (Institute of Mathematics of Hanoi, Vietnam).

Working languages:
English

Date and location :
April 23 - May 4, 2007, Institute of Mathematics, Hanoi (Vietnam)

Scientific program:

- Nicole El Karoui (Ecole Polytechnique, France) : Risk Measure

- Gilles Pagès (UPMC, Paris 6, France) and Jacques Printems (Paris 12, France) : Numerical Methods in Finance

- Santiago Carillo (UAM, Madrid, Spain) : Risk Management

-Wolfgang Runggaldier (Universita Padova, Italy) : Interest Rate Modeling

- Huyên Pham (Université Denis Diderot, Paris 7, France) : Stochastic Control and Portfolio Management

- Marc & Francine Diener (UNSA, Nice, France) : Discrete and Continuous Models for Finance

Prerequisites :
Some knowledge in Probability and/or statistics AND/OR some experience in modern finance is welcome.

Local website: http://www.math.ac.vn/conference/cimpamathfi07/

Deadline for registration : December 31, 2006

Application procedure Online registration