Section: Dissemination

Animation of the scientific community

• A. Alfonsi: Co-organizer of the working group seminar of MATHFI “Méthodes stochastiques et finance”.

• V. Bally: Member of the scientific committee of the congress of SMAI 2011, du 23 au 27 mai 2011.

• B. Jourdain:

  1. Deputy head of the doctoral school ICMS, university Paris-Est

  2. report on the PhD dissertation "Some aspects of optimal quantization and applications to finance" by Sylvain Corlay

  3. report on the PhD dissertation "Non-parametric calibration of some financial models" by Rémi Tachet des Combes

• D. Lamberton:

  1. "Associate Editor" of Mathematical Finance, co-editor of ESAIM P&S.

  2. In charge of the master program “Mathématiques et Applications" (Universities of Marne-la-Vallée, Créteil and Evry, and Ecole Nationale des Ponts et Chaussées).

  3. Directeur de l'UFR de mathématiques, Université Paris-Est Marne-la-Vallée.

  4. PhD report on the thesis of Paul Gassiat: Modélisation du risque de liquidité et méthodes de quantification appliquées au contrôle stochastique séquentiel.

• A. Sulem:

  Associate editor of:

  • SIAM Journal on Financial Mathematics (SIFIN) (since its creation in 2008)

  • International Journal of Stochastic Analysis (IJSA) (since 2009)

  • Journal of Mathematical Analysis and Applications (JMAA)(since 2011)

  Examinor of the thesis of Paul Gassiat, December 2011, Université Paris Diderot.