Section: Dissemination

Scientific Animation

Collective responsabilities

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

• 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. Vice-président recherche, Université Paris-Est Marne-la-Vallée.

• A. Sulem:

  1. 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)

  2. Jury for assitant professor position in financial mathematics and numerical probability, Laboratoire de probabilités Université Paris VII, 2012.

• B. Jourdain and A. Sulem: Organisation of a school CEA EDF Inria "Systemic Risk and Quantitative Risk management", Octobre 15-17 2012, http://bit.ly/finance_inria

Invitations and participation in conferences

• A. Sulem

  - Plenary conferences

  • Main speaker, "Probability & Finance" Final Conference of the Research Project PRIN 2008 Pescara, Italy, September 2012 http://www.dec.unich.it/convsem/2012-09-10/?home

  • Cornell University, ORIE Colloqium, April 10 2012

    http://www.orie.cornell.edu/news/seminars/

  - invited conferences

  • "PDE and Mathematical Finance V", Stockholm, June 10-14, 2013.

  • Symposium "Commodities, Energy Markets & Equilibrium" , 4th Conference of the Financial Mathematics and Engineering (FME) SIAG (SIAM Activity Group). Minneapolis, Minnesota, July 9-11, 2012. http://www.siam.org/meetings/fm12/

  • Universite Evry seminar, Juin 2012

  • Semester program on Stochastic Analysis and Applications at the Centre Interfacultaire Bernoulli, Ecole Polytechnique Fédérale de Lausanne, January-June 2012.