Monday 20 October 2014
CONTACTS: Rama Cont and Marta Guzzon
| Time | Activity |
|---|---|
|
09:15 - 09:30 |
Rama Cont & Jean Philippe Bouchaud Registration and Opening remarks |
| 09:30 - 10:00 | Dan Crisan (Imperial College) Asset pricing through competing traders valuations |
| 10:00 - 10:15 | Discussion |
| 10:15 -10:45 | Emmanuel Serie (CFM) Market modeling, portfolio constuction and feedback loops |
| 10:45 - 11:00 | Discussion |
| 11:00 - 11:30 | Coffee Break |
| 11:30 - 12:00 | Pierre Degond (Imperial College) A kinetic theory framework for mean-field games and applications to economics |
| 12:00 - 12:15 | Discussion |
| 12:15 - 14:00 | Lunch |
| 14:00 - 14:30 | Julius Bonart (CFM) Instabilities in economic network models |
| 14:30 - 14:45 | Discussion |
| 14:45 - 15:15 | Joachim De Lataillade (CFM) Optimal trading with Linear Costs |
| 15:15 - 15:30 | Discussion |
| 15:30 - 16:00 | Coffee Break |
| 16:00 - 16:30 | Almut Veraart (Imperial College) Trawl processes and applications to high frequency financial data |
| 16:30 - 16:45 | Discussion |
| 16:45 - 17:15 | Lorenzo De Leo (CFM) Smile in the low moments |
| 17:15 - 17:30 | Discussion |
Contact us
CFM-Imperial Institute of Quantitative Finance
Department of Mathematics,
Imperial College
London
SW7 1NE
Email: iqf-events@imperial.ac.uk