15ème Colloque Bachelier en Mathématiques Financières et Calcul Stochastique

From the 17th  to the 22nd of of january 2022 in Métabief, France is CANCELLED.

The Conference is postponed from 16 to 21, January, 2023

People registered in 2022 are automatically registered for 2023.

In case of cancellation, send an email to colbachelier22@sciencesconf.org with your bank details in order to be reimbursed for your registration fees, or to pascaline.saire@univ-fcomte.fr if there is a problem with the other adress email.

We offer full support for travel and local expenses for students and
researchers from Ukraine.

SCHEDULE : See page Planning

ABSTRACTS : ABSTRACTS

Presentation :
The conference will last 5 days during which around ten presentations per day of varying length (30 to 45 min) will be presented. 
The high number of presentations will allow a significant number of young participants to present their work in a parallel 
session. The program will be complemented by a poster session and by discussion and exchange sessions.

Theme: Innovative problems in financial mathematics and stochastic calculus. Special session in actuarial science 

Program: The following areas will be covered:
 1. Financial market models with transaction costs;
 2. Risk measures;
 3. Stochastic control;
 4. Stochastic differential equations including BSDEs;
 5. Theory of arbitration (with or without friction);
 6. Actuarial science;
 7. Machine Learning;
 8. Artificial intelligence;
 9. Actuarial science.

 Location: The conference will take place in Métabief (25-Doubs) at the AZUREVA residence center reserved entirely 
for the occasion. 
All participants will be welcomed with full board, at the venue of the event.