The final conference of the Thematic Cycle on Monte-Carlo Techniques

 

 

Confirmed speakers: 

• Denis Belometsny (Duisburg-Essen Univ., Germany),  
• Jean-Francois Chassagneux (Univ. Paris 7, France),
• Mike Giles (Oxford Univ., UK),
• Peter Glynn (Stanford Univ., USA),
• Arnulf Jentzen (ETH Zurich, Switzerland),  
• Mike Ludkovski (USC Santa Barbara, USA),  
• Terry Lyons (Oxford Univ., UK),
• Barak Pearlmutter (Maynooth University, Ireland), 
• Robert Scheichl (Bath Univ., UK),  
• Raul Tempone (KAUST, Saudi Arabia), 
• Bruno Tuffin (IRISA Rennes, France),  
• Tong Zhang (Rutgers Univ. , USA).

 

Organized mini-symposia: 

1. Multilevel Monte Carlo (organized by A. Kebaier)
2. SDE approximation (organised by E. Clément)
3. Unbiased simulation of SDEs (organised by A. Alfonsi)
4. Simulation of Stochastic graphs and applications (organised by F Benaych-Georges)
5. Particle methods (organised by R. Ryder)
6. Bayesian computation statistics (organised by C. Robert)
7. Optimal trading (organised by S. Laruelle)
8. Stochastic algorithms (organised by J.Lelong)
9. Rare events and stress tests (organised by L. Goudenège)
10. Non linear finance and Nested Monte Carlo (organised by S. Crépey)
11. Simulation of BSDEs (organised by P. Turkedjiev)
12. HPC and GPU (organised by L. Abbas-Turki)
13. Quasi Monte-Carlo (organised by N. Chopin)
14. Model risk and uncertainty (organised by C Martini)
15. Efficient computations of sensitivities (organised by C.A. Lehalle)
16. Mean-fields simulations (organised by F. Delarue)

 

Young researchers can submit a poster by following the instruction in the  « Poster (Submission call) » section. 

You can register on the web site (it is free but compulsory). 

Web site: http://montecarlo16.sciencesconf.org