Loading Events
This event has passed.

About

The opening conference of the thematic semester on “Stochastic modeling” will take place in Verona, Italy from December 18th to 21st, 2017. The aim of this conference as well as of the whole stochastic semester is to enhance existing connections and to foster new collaborations between researchers in the fields of stochastic modeling, financial mathematics, stochastic control and risk management. The scientific program will feature plenary lectures, invited and contributed talks, as well as poster sessions.

The event will take place in the building: Ca’ Vignal 3 – Piramide, Sala Verde, Piano Terra

> PROGRAM
> Book of Abstracts VPSMS


Contributed Talks


Posters


Organizers

  • Etienne Chevalier (Evry University )
  • Luca Di Persio (Verona University )
  • Idris Kharroubi (Paris 6 University )
  • Sergio Pulido (ENSIIE)

Confirmed plenary speakers

  • Beatrice Acciaio | London School of Economics
  • Nacira Agram | University Oslo
  • Michele Bonollo | IMT Lucca
  • Alberto Bressan | Penn State University
  • Francesco Cordoni | University Verona
  • Christa Cuchiero | University Wienì
  • Damir Filipovic | EPFL and Swiss Finance Institute
  • Franco Flandoli | Scuola Normale Superiore di Pisa
  • Marco Furhman | University Milano
  • Caroline Hillairet | ENSAE
  • Alberto Lanconelli | University Bari
  • Thibaut Mastrolia | Ecole Polytechnique
  • Anis Matoussi | University Maine
  • Matthieu Rosenbaum | Ecole Polytechnique
  • Johannes Ruf | London School of Economics
  • Wissal Sabbagh | University Evry
  • Carlo Sgarra | Politecnico Milano
  • Pietro Siorpaes | Imperial College
  • Shiqi Song | University Evry
  • Stefania Ugolini | University Milano
  • Tiziano Vargiolu | University Padova
  • Alessandro Zocca | Caltech
  • Athena Picarelli | Imperial College
  • Simone Scotti | University Paris Diderot

Posters

  • Alessandro Calvia | University Milano Bicocca
  • Alekos Cecchin | University Padova
  • Francesco De Vecchi | University Milano
  • Silvia Lavagnini | University Oslo
  • Francesco Statti | EPFL

Deadlines

  • Titles and abstracts for contributed talks (call for papers):  October 31st, 2017
  • Posters: October 31st, 2017
  • Registration: November 15th , 2017 (Early registration) – Click to register

Accommodation

We have selected a short list of accommodation facilities in Verona. You can find it here


Social dinner

The social Dinner will take place on Tuesday 19 at 19h30, at Caffè Dante Bistrot 
http://www.caffedante.it/
Piazza dei Signori, 2 | 37121 Verona Italy
Tel. + 39 045 800 0083 | Fax +39 045 802 1248
info@caffedante.it


Visit of the city

We have organised a walk through Verona with a guide.
The meeting point is at Piazza Bra, under “The white star” at 14h30 on Tuesday 19.


List of Participants

  • Beatrice Acciaio | London School of Economics
  • Nacira Agram | University Oslo
  • Michele Bonollo | IMT Lucca
  • Alberto Bressan | Penn State University
  • Alessandro Calvia | University Milano Bicocca
  • Alekos Cecchin | University Padova
  • Etienne Chevalier | University Evry
  • Francesco Cordoni | University Verona
  • Christa Cuchiero | University Wien
  • Francesco De Vecchi | University Milano
  • Luca Di Persio | University Verona
  • Romuald Elie | University Paris Est
  • Damir Filipovic | EPFL and Swiss Finance Institute
  • Franco Flandoli | Scuola Normale Superiore di Pisa
  • Marco Furhman | University Milano
  • Caroline Hillairet | ENSAE
  • Idris Kharroubi | UPMC
  • Alberto Lanconelli | University Bari
  • Silvia Lavagnini | University Oslo
  • Thomas Lim | ENSIIE
  • Thibaut Mastrolia | Ecole Polytechnique
  • Anis Matoussi | University Maine
  • Marco Piccirilli | University Padova
  • Dylan Possamai | Columbia University
  • Luca Prezioso | University Trento e Paris Diderot
  • Sergio Pulido | ENSIIE
  • Matthieu Rosenbaum | Ecole Polytechnique
  • Johannes Ruf | London School of Economics
  • Wissal Sabbagh | University Evry
  • Simone Scotti | University Paris Diderot
  • Carlo Sgarra | Politecnico Milano
  • Pietro Siorpaes | Imperial College
  • Shiqi Song | University Evry
  • Francesco Statti | EPFL
  • Stefania Ugolini | University Milano
  • Tiziano Vargiolu | University Padova
  • Marta Venturini | University Verona
  • Andrea Veronese | University Trento
  • Alessandro Zocca | Caltech
  • Guglielmo Pelino | University Padova
  • Giorgia Callegaro | University Padova
  • Chiara Benazzoli | | University Trento University Verona
  • Marta Venturini | University Verona
  • Mattia Turra | University Verona
  • Marco Caoduro | University Verona
  • Giorgia Pasini | University Verona
  • Hannes Claut | University Verona
  • Athena Picarelli | Imperial College
  • Andrea Mazzaran | University Padova
  • Matteo Brachetta | UniCh
  • Davide Chinzi | Banco Santander
  • Viktor Bezborodov | University Verona
  • Athena Picarelli | Imperial College
  • Simone Scotti | University Paris Diderot