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Bachelier Finance Society Fifth World Congress
Royal Geographical Society (RGS), London
15-19 July, 2008
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Overview
The Fifth World Congress of the Bachelier Finance Society will take place in London in 2008, at the Royal Geographical Society (RGS) and nearby Imperial College.
The Congress Organizers and Scientific Committee are listed on the Organization page.
The conference will begin on the afternoon of Tuesday 15 July with registration and a pair of plenary talks held at RGS, followed by a reception. On the following days, further distinguished speakers will present plenary talks at RGS. Contributed talks will be given in parallel sessions at Imperial College. The conference will conclude with a banquet on the evening of Saturday 19 July.
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Programme
This is a preliminary outline of the programme for the Congress. Please check back for updates.
Plenary sessions will take place at RGS and parallel sessions will take place at Imperial College.
Tuesday at RGS
| 15.00-16.30 |
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Registration |
| 16.30-17.30 |
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Presidential address (Steven E. Shreve) |
| 17.30-18.30 |
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Plenary lecture |
| 18.30-20.00 |
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Reception |
Wednesday, Thursday and Friday
| 09.00-10.00 |
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Plenary lecture |
| 10.00-11.00 |
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Plenary lecture |
| 11.00-11.30 |
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Coffee |
| 11.30-13.00 |
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Parallel sessions |
| 13.00-14.00 |
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Lunch |
| 14.00-15.30 |
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Parallel sessions |
| 15.30-16.00 |
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Tea |
| 16.00-17.30 |
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Parallel sessions |
Saturday
| 08.30-09.30 |
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Plenary lecture |
| 09.30-10.30 |
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Plenary lecture |
| 10.30-11.00 |
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Coffee |
| 11.00-12.30 |
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Parallel sessions |
| 12.30-14.00 |
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Lunch |
| 14.00-15.30 |
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Parallel sessions |
| 15.30-16.00 |
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Tea |
| 16.00-17.00 |
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Plenary lecture |
| 17.00-18.00 |
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Special Guest Lecture (S.R.S. Varadhan) |
| 19.45 |
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Banquet at Vinopolis |
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Plenary Talks
| Tuesday 16.30-17.30 |
Steven Shreve |
Where did we come from and where are we going? |
| Tuesday 17.30-18.30 |
Tomas Bjork |
An overview of some non-standard optimal contrl problems |
| Wednesday 09.00-10.00 |
Jaksa Cvitanic |
Contract theory in continuous time |
| Wednesday 10.00-11.00 |
Dmitry Kramkov |
Risk-tolerance wealth processes and corrections to the Black and Scholes formula adue to market imperfections |
| Thursday 09.00-10.00 |
Marco Frittelli |
Conditional Risk Premium |
| Thursday 10.00-11.00 |
Philip Dybvig |
TBA |
| Friday 09.00-10.00 |
Lars Peter Hansen |
Modeling the Long Run: Valuation in Dynamic Stochastic Economies |
| Friday 10.00-11.00 |
Jim Gatheral |
Constitent modeling of VIX and SPX options |
| Saturday 08.30-09.30 |
Alexander Lipton |
A comparative analysis of synthetic and asset-backed CDOs |
| Saturday 09.30-10.30 |
Nizar Touzi |
The super-hedging approach to quantile hedging |
| Saturday 16.00-17.00 |
Philip Protter |
Modeling Financial Bubbles |
| Saturday 17.00-18.00 |
SRS Varadhan |
TBA |
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Registration
Please register online at http://www.bfs2008.com/registration/
More information about Bachelier Finance Society 5th World Congress in London...
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