School on Stochastics and Financial Mathematics

CONFERENCES

School on Stochastics and Financial Mathematics
(September 6–11, 2015, Olympic Village, Sochy)

Website: https://sf2015.mi.ras.ru

Organizing Committee
Shiryaev Albert Nikolaevich
Kabanov Yurii Mikhailovich
Muravlev Alexey Anatol'evich
Zhitlukhin Mikhail Valentinovich

Organisations
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

School on Stochastics and Financial Mathematics, Sochy, September 6–11, 2015

The arbitrage theory: finishing touches. Lecture 1 Yu. M. Kabanov September 7, 2015 14:30 Sochy, Olympic Village
The arbitrage theory: finishing touches. Lecture 2 Yu. M. Kabanov September 7, 2015 15:30 Sochy, Olympic Village
Computational tensor methods in multidimensional stochastic problems. Lecture 1 I. V. Oseledets September 7, 2015 17:00 Sochy, Olympic Village
Computational tensor methods in multidimensional stochastic problems. Lecture 2 I. V. Oseledets September 7, 2015 18:00 Sochy, Olympic Village
Utility-based methods in Mathematical Finance. Lecture 1 D. O. Kramkov September 8, 2015 09:00 Sochy, Olympic Village
Utility-based methods in Mathematical Finance. Lecture 2 D. O. Kramkov September 8, 2015 10:00 Sochy, Olympic Village
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 1 M. A. Urusov September 8, 2015 11:30 Sochy, Olympic Village
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 2 M. A. Urusov September 8, 2015 12:30 Sochy, Olympic Village
The arbitrage theory: finishing touches. Lecture 3 Yu. M. Kabanov September 8, 2015 14:30 Sochy, Olympic Village
The arbitrage theory: finishing touches. Lecture 4 Yu. M. Kabanov September 8, 2015 15:30 Sochy, Olympic Village
Computational tensor methods in multidimensional stochastic problems. Lecture 3 I. V. Oseledets September 8, 2015 17:00 Sochy, Olympic Village
Computational tensor methods in multidimensional stochastic problems. Lecture 4 I. V. Oseledets September 8, 2015 18:00 Sochy, Olympic Village
Utility-based methods in Mathematical Finance. Lecture 3 D. O. Kramkov September 9, 2015 09:00 Sochy, Olympic Village
Utility-based methods in Mathematical Finance. Lecture 4 D. O. Kramkov September 9, 2015 10:00 Sochy, Olympic Village
Central limit theorem under model uncertainty D. B. Rokhlin September 9, 2015 14:30 Sochy, Olympic Village
On some aspects of the utility maximization problem A. A. Gushchin September 9, 2015 15:30 Sochy, Olympic Village
On efficient optimality criteria in linear stochastic control problems E. S. Palamarchuk September 9, 2015 17:00 Sochy, Olympic Village
Utility-based methods in Mathematical Finance. Lecture 5 D. O. Kramkov September 10, 2015 09:00 Sochy, Olympic Village
Utility-based methods in Mathematical Finance. Lecture 6 D. O. Kramkov September 10, 2015 10:00 Sochy, Olympic Village
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 3 M. A. Urusov September 10, 2015 11:30 Sochy, Olympic Village
A functional limit theorem and numerical approximation for irregular SDEs. Lecture 4 M. A. Urusov September 10, 2015 12:30 Sochy, Olympic Village
On multi-step MLE-processes in the problems of estimation of the solution of BSDE Yu. A. Kutoyants September 10, 2015 14:30 Sochy, Olympic Village
Optimal stopping problems in Mathematical Finance N. Rodosthenous September 10, 2015 15:30 Sochy, Olympic Village
Properties of distributions used in stochastic financial models J. Stoyanov September 10, 2015 17:00 Sochy, Olympic Village
Random matrices in finance P. A. Yaskov September 10, 2015 18:00 Sochy, Olympic Village