Emplacement
Dates
Présentation
The CIMPA school « Structures ordonnées et leurs applications en finance » claims to be multidisciplinary, while fostering constructive and positive interactions between the different fields that will be covered by the occurrence. Thus, this school is based upon two main lines of action, namely, Mathematical Finance and Stochastic Calculus. However, the look at these topics will be given from an "Order" point of view, that is, within the framework of Algebraic and Analytic Ordered Structures.
Indeed, the Theory of Ordered Structures is, by its very nature, multidisciplinary and is involved in a very wide range of fields. The audience of this school would enjoy original and interesting lectures, given by experts coming from the four corns of the world, and dealing with the last trends and advances in the Ordered Structures Theory and its various applications in Mathematical Finance and Stochastic Calculus.
Langue officielle de l'école : français et anglais
Coordinateurs administratifs et scientifiques
Programme scientifique
Cours 1: "Les pré-ordres en mathématiques financières et en économie", Emmanuel LÉPINETTE (Université Paris-Dauphine, France)
Cours 2: "Uo-Convergences and duals in Probability Theory", Vladimir TROITSKY (University of Alberta, Canada)
Cours 3: "Pre-Riesz Spaces", Anke KALAUCH (Technische Universität Dresden, Allemagne)
Cours 4: "Fundamental Theorems of Asset Pricing with no Friction", Yuri KABANOV (Université de Besançon, France et Steklov Mathematical Institut, Moscou)
Cours 5: "Boolean Valued Analysis", Marat PLIEV (Southern Mathematical Institute of the Russian Academy of Science, Russie)
Cours 6: "Banach Lattices and Order in Classical Function Spaces", Karim BOULABIAR (Faculté des Sciences de Tunis, Tunisie)
Cours 7: "Positive Representations", Marcel DE JEU (Leiden University, Pays-Bas)
Cours 8: "Vector Lattices: From Small to Large", Gerard BUSKES (University of Mississipi, USA)
Cours 9: "Application du Calcul Stochastique en Finance", Laurence CARASSUS (ESILV, pôle universitaire Léonard de Vinci, France)
Cours 10: "Stochastic Processes in Riesz Spaces", Bruce WATSON (University of the Witwatersrand, Afrique du sud)
Site internet de l'école
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