Sunday, 15th July

Sunday
16:00 - 18:00
Registration

Monday, 16th July

Monday
07:30 - 09:00
Registration
Monday
09:00 - 09:50
MO-PL-A1
Walter Schachermayer
Venue
Burke Theater
Monday
10:00 - 10:50
MO-PL-A2
Charles-Albert Lehalle
Venue
Burke Theater
10:00
Monday
11:00 - 11:30
Coffee Break
Monday
11:30 - 13:30
MO-A-B1
Chair
Conall O'Sullivan
Venue
Beckett 1
11:30
MO-A-B1.01 –
» Conall O'Sullivan (Smurfit Business School, University College Dublin), Yan Wang (Smurfit Business School, University College Dublin)
12:00
» Roland C. Seydel (Commerzbank AG), Christoph Peters (German Finance Agency)
12:30
» Lakshithe Wagalath (IESEG School of Management), Rama Cont (Imperial College)
13:00
» Sebastian Schlütter (Applied University of Mainz)
Monday
11:30 - 13:30
Chair
Stefan Gerhold
Venue
Beckett 2
11:30
» Chloe Lacombe (Imperial College), Antoine Jacquier (Imperial College), Blanka Horvath (Imperial College)
12:00
» Stefan Gerhold (TU Wien), Arpad Pinter (TU Wien), Christoph Gerstenecker (TU Wien)
12:30
» Mesias Alfeus (University of Technology Sydney), Ludger Overbeck (University of Giessen)
13:00
» Jaehyuk Choi (Peking University HSBC Business School), Chenru Liu (Peking University HSBC Business School), Byoung Ki Seo (Ulsan National Institute of Science and Technology)
Monday
11:30 - 13:30
Chair
Samuel Cohen
Venue
Burke Theater
11:30
» Matthew Zeng (University of Warwick), Vicky Henderson (University of Warwick), David Hobson (University of Warwick)
12:00
» Wei Wei (University of Waterloo), Xunyu Zhou (Columbia University), Sebastian Ebert (Frankfurt School of Finance and Management)
12:30
» Samuel Cohen (University of Oxford)
13:00
» Vicky Henderson (University of Warwick), Jonathan Muscat (University of Warwick)
Monday
11:30 - 13:30
Chair
Benjamin Jourdain
Venue
Davis
11:30
» Aurelien Alfonsi (Ecole Nationale des Ponts et Chaussees), Jacopo Corbetta (Zeliade Systems), Benjamin Jourdain (Ecole Nationale des Ponts et Chaussees)
12:00
» Gaoyue Guo (University of Oxford), Jan Obloj (University of Oxford)
12:30
» Julian Sester (University of Freiburg), Eva Luetkebohmert (University of Freiburg)
13:00
» Sebastian Herrmann (University of Michigan), Florian Stebegg (Columbia University)
Monday
11:30 - 13:30
MO-A-EM
Chair
Nils Detering
Venue
Emmet
11:30
» Gianluca Marcato (University of Reading), Rafal Wojakowski (University of Surrey)
12:00
» Marko Weber (Columbia University), Agostino Capponi (Columbia University), Paul Glasserman (Columbia University)
12:30
» Nils Detering (University of California, Santa Barbara), Thilo Meyer-Brandis (University of Munich), Konstantinos Panagiotou (University of Munich), Daniel Ritter (University of Munich)
13:00
» Nils Detering (University of California, Santa Barbara), Konstantinos Panagiotou (University of Munich), Daniel Ritter (Univesity of Munich), Thilo Meyer-Brandis (University of Munich)
Monday
11:30 - 13:30
Chair
Junjan Yang
Venue
Swift
11:30
» Alexander Kalinin (Imperial College London), Alexander Schied (University of Waterloo)
12:00
» Junjian Yang (TU Wien), Zhenjie Ren (University of Paris-Dauphine), Nizar Touzi (Ecole Polytechnique-CMAP)
12:30
» Roxana Dumitrescu (King's College London), Agnes Sulem (INRIA), Marie-Claire Quenez (Université Paris-Diderot)
13:00
» YIQING LIN (Shanghai Jiao Tong University), Zhenjie Ren (University of Paris-Dauphine), Nizar Touzi (Ecole Polytechnique-CMAP), Junjian Yang (TU Wien)
Monday
11:30 - 13:30
Chair
Immacolata Oliva
Venue
Synge
11:30
» Tristan Froidure (TOBAM), Khalid Jalalzai (TOBAM), Yves Choueifaty (TOBAM)
12:00
» Immacolata Oliva (University of Verona), Roberto Reno (University of Verona)
12:30
» Sina Yansori (University of Alberta), Tahir Choulli (University of Alberta)
13:00
» Xiang Yu (The Hong Kong Polytechnic University), Lijun Bo (University of Science and Technology of China), Huafu Liao (University of Science and Technology of China)
Monday
11:30 - 13:30
Chair
Conall Kelly
Venue
Ui Chadhain
11:30
» Damien Ackerer (Swissquote Bank), Damir Filipovic (EPFL and Swiss Finance Institute)
12:00
» Angelos Dassios (London School of Economics and Political Science), Yan Qu (London School of Economics and Political Science), HongBiao Zhao (Shanghai University of Finance and Economics)
12:30
» Conall Kelly (University College Cork), Gabriel Lord (Heriot-Watt University), Alexandra Rodkina (The University of the West Indies), Eeva Rapoo (The University of South Africa)
13:00
» Xuecan Cui (Grenoble Ecole de Management), Aleš Černý (Cass)
Monday
13:30 - 14:30
Lunch
Monday
14:30 - 16:30
MO-P-B1
Chair
Francesca Biagini
Venue
Beckett 1
14:30
» Francesca Biagini (University of Munich), Yinglin Zhang (University of Munich)
15:00
» Antje Mahayni (University Duisburg-Essen), Oliver Lubos (University Duisburg-Essen), Sascha Offermann (University Duisburg-Essen)
15:30
» Nicole Branger (University of Muenster), Antje Mahayni (University of Duisburg-Essen), Nikolaus Schweizer (Univfersity of Tilburg), Cathleen Sende (University of Duisburg-Essen)
16:00
» Anna Maria Gambaro (Università del Piemonte Orientale), Gianluca Fusai (Cass Business School, City, University of London), Riccardo Casalini (UnipolSai Assicurazioni S.p.A.), Alessandro Ghilarducci (Deloitte Consulting Srl)
Monday
14:30 - 16:30
MO-P-B2
Chair
Pavel Gapeev
Venue
Beckett 2
14:30
» Jie Chen (The Chinese University of Hong Kong), Liaoyuan Fan (The Chinese University of Hong Kong), Lingfei Li (The Chinese University of Hong Kong)
15:00
» Sotheara Veng (Pusan National University), Ji-hun Yoon (Pusan National University)
15:30
» Ciprian Necula (University of Zurich)
16:00
» Andrew Smith (University College Dublin)
Monday
14:30 - 16:30
Chair
Josef Teichmann
Venue
Burke Theater
14:30
» Xi Kleisinger-Yu (ETH Zurich), Martin Larsson (ETH Zurich)
15:00
» Sander Willems (EPFL and Swiss Finance Institute), Damir Filipovic (EPFL and Swiss Finance Institute)
15:30
» Giorgia Callegaro (University of Padova), Lucio Fiorin (University of Padova), Andrea Pallavicini (Imperial College London)
16:00
» Josef Teichmann (ETH Zurich), Lukas Gonon (ETH Zurich)
Monday
14:30 - 16:30
Chair
Moritz Voss
Venue
Davis
14:30
» Moritz Voss (University of California, Santa Barbara), Peter Bank (TU Berlin)
15:00
» Peter Frentrup (Humb), Todor Bilarev (Humboldt-Universität zu Berlin), Dirk Becherer (Humboldt-Universität zu Berlin)
15:30
» Thomas Cayé (Dublin City University), Ibrahim Ekren (University of Michigan), Erhan Bayraktar (University of Michigan)
16:00
» Jingtang Ma (Southwestern University of Finance and Economics), jie Xing (Southwestern University of Finance and Economics), Harry Zheng (Imperial College London)
Monday
14:30 - 16:30
MO-P-EM
Chair
Jan Vecer
Venue
Emmet
14:30
» Dorothee Westphal (TU Kaiserslautern), Jörn Sass (TU Kaiserslautern), Ralf Wunderlich (BTU Cottbus-Senftenberg)
15:00
» Romain Blanchard (LMR, Universit\'e Reims Champagne-Ardenne), Laurence Carassus (Research Center, L\'eonard de Vinci P\^ole universitaire and LMR, Universit\'e Reims Champagne-Ardenne)
15:30
16:00
» Anne Balter (Tilburg University), Antoon Pelsser (Maastricht University)
Monday
14:30 - 16:30
Chair
Uwe Schmock
Venue
Swift
14:30
» Uwe Schmock (Technische Universität Wien), Peter Eichelsbacher (Ruhr-Universität Bochum), Piet Porkert (Technische Universität Wien)
15:00
» Sébastien Fries (ENSAE ParisTech & CREST)
15:30
» Georgios Bouzianis (Department of Mathematics, King's College London), Lane Hughston (Goldsmiths College)
16:00
» Takuji Arai (Keio University), Yuto Imai (Waseda University)
Monday
14:30 - 16:30
Chair
Michael Schatz
Venue
Synge
14:30
» Michael Schatz (ETH Zurich), Didier Sornette (ETH Zurich)
15:00
» Luting Li (London School of Economics and Political Science), Angelos Dassios (London School of Economics and Political Science)
15:30
» Jose Faias (Catolica Lisbon SBE), Juan Zambrano (Maynooth University)
16:00
» Hyeng Keun Koo (Ajou University), Zhou Yang (South China Normal University), Yong Hyun Shin (Sookmyung Women's University)
Monday
14:30 - 16:30
Chair
Keita Owari
Venue
Ui Chadhain
14:30
» Keita Owari (Ritsumeikan University), Freddy Delbaen (ETH Zurich)
15:00
» Alice Buccioli (Aarhus BSS, Aarhus University), Thomas Kokholm (Aarhus BSS, Aarhus University), Marco Nicolosi (University of Perugia)
15:30
» Vivien Brunel (Pôle Léonard de Vinci)
16:00
» Niushan Gao (Ryerson University), Denny Leung (National University of Singapore), Cosimo-Andrea Munari (University of Zurich), Foivos Xanthos (Ryerson University)
Monday
16:30 - 17:00
Coffee Break
Monday
17:00 - 17:50
MO-PL-P
Xin Guo
Venue
Burke Theater
17:00
Monday
18:00 - 19:30
Welcome Reception

Tuesday, 17th July

Tuesday
09:00 - 09:50
TU-PL-A1
Hansjoerg Albrecherer
Venue
Burke Theater
09:00
»
Hansjoerg Albrecherer
University of Lausanne
Tuesday
10:00 - 10:50
TU-PL-A2
Jose Scheinkman
Venue
Burke Theater
10:00
»
Jose Scheinkman
Tuesday
11:00 - 11:30
Coffee Break
Tuesday
11:30 - 13:30
Chair
Yaw-Huei Wang
Venue
Beckett 1
11:30
» Kwok Chuen Wong (Dublin City University), Paolo Guasoni (Dublin City University)
12:00
» Ola Mahmoud (University of St Gallen), Enrico Degiorgi (University of St Gallen)
12:30
» Tzu-ying Chen (National Taiwan University), San-lin Chung (National Taiwan University), Yaw-Huei Wang (National Taiwan University)
13:00
» Xuedong He (The Chinese University of Hong Kong), Zhaoli Jiang (The Chinese University of Hong Kong)
Tuesday
11:30 - 13:30
Chair
Rüdiger Frey
Venue
Beckett 2
11:30
» Rüdiger Frey (Vienna University of Economics and Business)
12:00
» Alexander Herbertsson (University of Gothenburg)
12:30
» Roman Makarov (Wilfrid Laurier University)
13:00
» Gaia Barone (LUISS, Rome)
Tuesday
11:30 - 13:30
Chair
Martin Schweizer
Venue
Burke Theater
11:30
» Sara Biagini (LUISS, Rome), Aleš Černý (Cass Business School, City, University of London)
12:00
» Christoph Kühn (Goethe University Frankfurt)
12:30
» Tomasz Bielecki (Illinois Institute of Technology), Igor Cialenco (Illinois Institute of Technology), Marek Rutkowski (University of Sydney)
13:00
» Martin Schweizer (ETH Zurich), Daniel Balint (ETH Zurich)
Tuesday
11:30 - 13:30
Chair
Roberto Daluiso
Venue
Davis
11:30
» Wenfeng Dong (University of York), Boda Kang (University of York)
12:00
» Ki Wai Chau (Centrum Wiskunde & Informatica), Cornelis W. Oosterlee (Centrum Wiskunde & Informatica)
12:30
» Anastasis Kratsios (Concordia University), Cody Hyndman (Concordia University)
13:00
» Roberto Daluiso (University of Milano-Bicocca)
Tuesday
11:30 - 13:30
Chair
Robert Elliott
Venue
Emmet
11:30
» Christoph Gerhart (University of Freiburg), Ernst Eberlein (University of Freiburg)
12:00
» Karl Hofmann (Deloitte GmbH), Moritz Geelhaar (TU Berlin), Antonis Papapantoleon (National Technical University of Athens), Patrick Büchel (Commerzbank AG)
12:30
» Robert Elliott (University of Calgary/University of South Australia), Tak Kuen Siu (Macquarie University)
13:00
» Martino Grasselli (University of Padua and DVCR Paris), Mesias Alfeus (University of Technology Sydney), Erik Schlogl (University of Technology Sydney)
Tuesday
11:30 - 13:30
Chair
Sebastian Jaimungal
Venue
Swift
11:30
» Tomasz Bielecki (Illinois Institute of Technology), Tao Chen (University of California, Santa Barbara), Igor Cialenco (Illinois Institute of Technology), Areski Cousin (University of Strasbourg), Monique Jeanblanc (Evry University)
12:00
» Sebastian Jaimungal (University of Toronto), Philippe Casgrain (University of Toronto)
12:30
» Min Dai (National University of Singapore), Steven Kou (National University of Singapore), Halil Mete Soner (ETH Zurich), Chen Yang (ETH Zurich)
13:00
» Leandro Sánchez Betancourt (University of Oxford), Alvaro Cartea (University of Oxford)
Tuesday
11:30 - 13:30
Chair
David Hobson
Venue
Synge
11:30
» David Hobson (University of Warwick), Matthew Zeng (warwic), Vicky Henderson (University of Warwick)
12:00
» Mick Schaefer (University of Hamburg), Alexander Szimayer (University of Hamburg)
12:30
» Nils Detering (University of California, Santa Barbara), Jean-Pierre Fouque (University of California, Santa Barbara), Tomoyuki Ichiba (University of California, Santa Barbara)
13:00
» Sang Hu (The Chinese University of Hong Kong, Shenzhen), Jan Obloj (University of Oxford), Xunyu Zhou (Columbia University)
Tuesday
11:30 - 13:30
Chair
Scott Robertson
11:30
» Scott Robertson (Boston University, Questrom School of Business), Marcel Rindisbacher (Boston University, Questrom School of Business), Jerome Detemple (Boston University, Questrom School of Business)
12:00
12:30
TU-A-UI.03 –
» Maxim Bichuch (Johns Hopkins University), Paolo Guasoni (Dublin City University)
13:00
» Andrea Meireles Rodrigues (Dublin City University)
Tuesday
13:30 - 14:30
Lunch
Tuesday
14:30 - 16:30
Chair
Eckhard Platen
Venue
Beckett 1
14:30
» Phillip Yam (The Chinese University of Hong Kong), Alain Bensoussan (UT Dallas and CityU HK), Yiqun Li (CityU HK)
15:00
» Min Dai (National University of Singapore), Shan Huang (National University of Singapore), Seyoung Park (Loughborough University)
15:30
» Ali Al-Aradi (University of Toronto), Sebastian Jaimungal (University of Toronto)
16:00
TU-P-B1 .04 –
» Eckhard Platen (University of Technology Sydney), Dietmar Leisen (University of Mainz)
Tuesday
14:30 - 16:30
Chair
Hyungbin Park
Venue
Beckett 2
14:30
» Marco Nicolosi (University of Perugia), Stefano Herzel (University of Rome, Tor Vergata)
15:00
» Ralf Wunderlich (BTU Cottbus-Senftenberg), Abdelali Gabih (Université Chouaib Doukkali), Hakam Kondakji (Brandenburg University of Technology Cottbus-Senftenberg)
15:30
» Hyungbin Park (Seoul National University), Stephan Sturm (Worcester Polytechnic Institute)
16:00
» An Chen (University of Ulm), Thai Nguyen (University of Ulm), Mitja Stadje (University of Ulm)
Tuesday
14:30 - 16:30
TU-P-BU
Chair
Dilip Madan
Venue
Burke Theater
14:30
» Diego Amaya (Wilfrid Laurier University), Mathieu Boudreault (Université du Québec à Montréal), Don McLeish (University of Waterloo)
15:00
» Dilip Madan (Robert H. Smith School of Business)
15:30
» Anmar Al Wakil (University of Paris-Dauphine), Serge Darolles (University of Paris-Dauphine)
16:00
Tuesday
14:30 - 16:30
Chair
Gianluca Cassese
Venue
Davis
14:30
» Matteo Burzoni (ETH Zurich), Mario Sikic (University of Zurich)
15:00
» Martin Glanzer (University of Vienna), Georg Pflug (University of Vienna)
15:30
» Antonis Papapantoleon (National Technical University of Athens), Daniel Bartl (University of Konstanz), Michael Kupper (University of Konstanz), Thibaut Lux (Helvetia Insurance Group), Stephan Eckstein (University of Konstanz)
16:00
» Gianluca Cassese (Università Milano Bicocca)
Tuesday
14:30 - 16:30
Chair
Ernst Eberlein
Venue
Emmet
14:30
» Eva Luetkebohmert (University of Freiburg), Christoph Gerhart (University of Freiburg)
15:00
» Muchen Zhao (Northwestern University), Vadim Linetsky (Northwestern University)
15:30
» Federico Severino (Università della Svizzera Italiana)
16:00
» Ernst Eberlein (University of Freiburg), Marcus Rudmann (University of Freiburg)
Tuesday
14:30 - 16:30
Chair
Johannes Muhle-Karbe
Venue
Ui Chadhain
14:30
» Martin Herdegen (Warwick), Johannes Muhle-Karbe (Carnegie Mellon University), Florian Stebegg (Columbia University)
15:00
» Diogo Duarte (Florida International University), Rodolfo Prieto (Boston University)
15:30
» Sergey Nadtochiy (University of Michigan), Roman Gayduk (University of Michigan)
16:00
» Jing Guo (Columbia University), Xuedong He (The Chinese University of Hong Kong)
Tuesday
14:30 - 16:30
TU-P-SY
Chair
Jocelyne Bion-Nadal
Venue
Synge
14:30
» Jocelyne Bion-Nadal (CNRS, CMAP Ecole Polytechnique), Giulia Di Nunno (University of Oslo)
15:00
» Marcel Bräutigam (Sorbonne University; ESSEC Business School; LabEx MME-DII), Michel Dacorogna (DEAR Consulting), Marie Kratz (ESSEC Business School, CREAR)
15:30
TU-P-SY.03 –
» Alexander Smirnow (University of Zurich), Walter Farkas (University of Zurich)
16:00
» Yu Feng (University of Technology Sydney), Ralph Rudd (University of Cape Town), Christopher Baker (University of Cape Town), Qaphela Mashalaba (University of Cape Town), Melusi Mavuso (University of Cape Town), Erik Schlogl (University of Technology Sydney)
Tuesday
14:30 - 16:30
Chair
Gianluca Fusai
Venue
Ui Chadhain
14:30
» Riccardo Brignone (Università Milano Bicocca), Gianluca Fusai (Università del Piemonte Orientale), Ioannis Kyriakou (Cass Business School, City, University of London)
15:00
» Stephen O'Sullivan (Dublin Institute of Technology), Conall O'Sullivan (Smurfit Business School, University College Dublin)
15:30
» Dominykas Norgilas (University of Warwick), David Hobson (University of Warwick)
16:00
» Marina Marena (Università di Torino), Gianluca Fusai (Università del Piemonte Orientale), Marco Materazzi (Source, London, UK)
Tuesday
16:30 - 17:00
Coffee Break
Tuesday
17:00 - 18:00
General Assembly

Wednesday, 18th July

Wednesday
09:00 - 09:50
WE-PL-A1
Jianfeng Zhang
Venue
Burke Theater
09:00
»
Jianfeng Zhang
University of Southern California
Wednesday
10:00 - 10:50
WE-PL-A2
Monique Jeanblanc
Venue
Burke Theater
10:00
»
Monique Jeanblanc
University of Evry
Wednesday
11:00 - 11:30
Coffee Break
Wednesday
11:30 - 13:30
Chair
Sebastian Geissel
Venue
Beckett 1
11:30
» Frank Seifried (University of Trier), Sebastian Geissel (HSBC Germany), Jörn Sass (TU Kaiserslautern), Holger Fink (Nuertingen-Geislingen University of Applied Sciences)
12:00
» Moris Strub (The Chinese University of Hong Kong), Duan Li (CityU HK), Xiangyu Cui (Shanghai University of Finance and Economics), Jianjun Gao (Shanghai University of Finance and Economics)
12:30
» Tomasz Bielecki (Illinois Institute of Technology), Igor Cialenco (Illinois Institute of Technology), Shibi Feng (Illinois Institute of Technology)
13:00
» Toshinao Yoshiba (Bank of Japan), Testuya Adachi (PwC Consulting LLC), Takumi Sueshige (Tokyo Institute of Technology)
Wednesday
11:30 - 13:30
Chair
Martin Keller-Ressel
Venue
Beckett 2
11:30
» Jean-Pierre Fouque (University of California, Santa Barbara), Ruimeng Hu (University of California, Santa Barbara)
12:00
» Markus Michaelsen (University of Hamburg)
12:30
» Laura Ballotta (Cass Business School, City, University of London), Gregory Rayee (ULB)
13:00
» Martin Keller-Ressel (TU Dresden), Jim Gatheral (Baruch College, CUNY)
Wednesday
11:30 - 13:30
Chair
Lane Hughston
Venue
Burke Theater
11:30
» Lane Hughston (Goldsmiths College), Bernhard K. Meister (Renmin University of China, Beijing), Robert Zimmer (Goldsmiths College)
12:00
» Damiano Brigo (Imperial College London), Marco Francischello (Imperial College London), Andrea Pallavicini (Imperial College London and Banca IMI)
12:30
13:00
» Ali Hirsa (Columbia University)
Wednesday
11:30 - 13:30
Chair
Jan Obloj
Venue
Davis
11:30
» Claudio Fontana (Paris Diderot University (Paris 7)), Ngoc Huy Chau (Alfréd Rényi Institute of Mathematics), Andrea Cosso (University of Bologna)
12:00
» Carlo Sala (ESADE Business School), Giovanni Barone Adesi (Università della Svizzera Italiana)
12:30
» Jan Obloj (University of Oxford), Anna Aksamit (University of Sydney)
13:00
» Barbara Torti (University of Rome, Tor Vergata), Antonella Calzolari (University of Rome, Tor Vergata)
Wednesday
11:30 - 13:30
Chair
Jinniao Qiu
Venue
Emmet
11:30
» Eyal Neuman (Imperial College), Charles-Albert LEHALLE (Imperial College and CFM)
12:00
» Ryan Donnelly (University of Washington), Sebastian Jaimungal (University of Toronto), Alvaro Cartea (University of Oxford)
12:30
» Othmane Mounjid (Ecole Polytechnique-CMAP), Charles-albert Lehalle (Imperial College and CFM), Mathieu Rosenbaum (Ecole Polytechnique-CMAP)
13:00
» Jinniao Qiu (University of Calgary), Christian Bayer (Weierstrass Institute), Ulrich Horst (Humboldt University Berlin)
Wednesday
11:30 - 13:30
Chair
Xiang Ma
Venue
Swift
11:30
» Jiri Witzany (University of Economics in Prague, Faculty of Finance and Accounting)
12:00
» Marc Weibel (Eniso Partners AG)
12:30
» Nan Chen (The Chinese University of Hong Kong), Xiang Ma (The Chinese University of Hong Kong)
13:00
» Jose Faias (Catolica Lisbon SBE)
Wednesday
11:30 - 13:30
Chair
Patrizia Semeraro
Venue
Synge
11:30
» Patrizia Semeraro (Politecnico di Torino), Petar Jevtic (Arizona State University), Marina Marena (Università di)
12:00
» Katia Colaneri (University of Leeds), Sühan Altay (Vienna University of Technology), Zehra Eksi (WU - Vienna University of Economics and Business)
12:30
» Antonella Tolomeo (Reale Mutua Assicurazioni), Paolo Guasoni (Dublin City University), Gu Wang (Worcester Polytechnic Institute)
13:00
» Katsushi Nakajima (Ritsumeikan Asia Pacific University)
Wednesday
11:30 - 13:30
Chair
Michael Kupper
Venue
Ui Chadhain
11:30
» Daniel Bartl (University of Konstanz), Michael Kupper (University of Konstanz), Ariel Neufeld (ETH Zurich)
12:00
» Qi Zhao (University of Illinois at Urbana-Champaign), Alexandra Chronopoulou (University of Illinois at Urbana-Champaign)
12:30
» Kyungsub Lee (Yeungnam University), Byoung Ki Seo (Ulsan National Institute of Science and Technology)
13:00
» Obeid Mahomed (University of Cape), Andrea Macrina (University College London)
Wednesday
13:30 - 14:30
Lunch
Wednesday
14:30 - 16:30
Chair
Hoi Ying Wong
Venue
Beckett 1
14:30
» Hoi Ying Wong (The Chinese University of Hong Kong), Mei Choi Chiu (Education University of Hong Kong), Yong Hyun Shin (Sookmyung Women's University)
15:00
» Longjie Jia (Imperial College London), Martijn Pistorius (Imperial College London), Harry Zheng (Imperial College London)
15:30
» Sebastien Lleo (NEOMA Business School), Mark Davis (Imperial College London)
16:00
» Nan Chen (The Chinese University of Hong Kong), Yuan Tian (Ryukoku University), Jiahui Ji (The Chinese University of Hong Kong)
Wednesday
14:30 - 16:30
WE-P-B2
Chair
Sergey Levendorskiy
Venue
Beckett 2
14:30
» Fulvia Fringuellotti (University of Zurich), Ciprian Necula (University of Zurich)
15:00
» Sergey Levendorskiy (Calico Science Consulting), Svetlana Boyarchenko (University of Texas at Austin)
15:30
» Hyeonung Jang (Ulsan National Institute of Science and Technology), Byoung Ki Seo (Ulsan National Institute of Science and Technology)
16:00
» Antje Mahayni (University Duisburg-Essen), Katharina Stein (University Duisburg-Essen), Oliver Lubos (University Duisburg-Essen)
Wednesday
14:30 - 16:30
Chair
Mathieu Rosenbaum
Venue
Burke Theater
14:30
» Ibrahim Ekren (University of Michigan), Johannes Muhle-Karbe (Carnegie Mellon University), Peter Bank (TU Berlin)
15:00
» Thibaut Mastrolia (Ecole Polytechnique-CMAP)
15:30
» Dylan Possamaï (Columbia University)
16:00
» Omar El Euch (Ecole Polytechnique), Thibaud Mastrolia (Ecole Polytechnique), Mathieu Rosenbaum (Ecole Polytechnique)
Wednesday
14:30 - 16:30
WE-P-DA
Chair
Svetlana Borovkova
Venue
Davis
14:30
» Eric Schaanning (ETH Zurich), Rama Cont (Imperial College and CFM)
15:00
» Jakob Krause (Martin-Luther University Halle-Wittenberg)
15:30
» Svetlana Borovkova (Vrije Universiteit Amsterdam)
16:00
» Thomas McWalter (University of Cape Town), Joerg Kienitz (University of Cape Town), Nikolai Nowaczyk (Quaternion Risk Management), Ralph Rudd (University of Cape Town), Sarp Acar (Quaternion Risk Management)
Wednesday
14:30 - 16:30
Chair
Alexandre Roch
Venue
Emmet
14:30
» Etienne Chevalier (Evry University), Vathana Ly Vath (ENSIIE), Alexandre Roch (University of Quebec in Montreal)
15:00
» Julia Eisenberg (University of Liverpool), Paul Krühner (University of Liverpool)
15:30
» Zhiyi Shen (University of Waterloo), Chengguo Weng (University of Waterloo)
16:00
» Yuri Saporito (Getulio Vargas Foundation)
Wednesday
14:30 - 16:30
Chair
Thorsten Rheinlander
Venue
Swift
14:30
» Wei Xu (Humboldt-Universitat zu Berlin), Ulrich Horst (Humboldt-Universität zu Berlin)
15:00
» Thorsten Rheinlander (Vienna University of Technology), Friedrich Hubalek (Vienna University of Technology), Paul Eisenberg (University of Liverpool)
15:30
» Xuefeng Gao (The Chinese University of Hong Kong), Nan Chen (The Chinese University of Hong Kong), Xiang Ma (The Chinese University of Hong Kong)
16:00
» Dörte Kreher (Humboldt-Universität zu Berlin), Ulrich Horst (Humboldt-Universität zu Berlin)
Wednesday
14:30 - 16:30
WE-P-SY
Chair
Paul Glasserman
Venue
Synge
14:30
» Paul Glasserman (Columbia University), Harry Mamaysky (Columbia University)
15:00
» Masahiko Egami (Kyoto University), Kaoru Hosono (Gakushuin University)
15:30
» Luting Li (London School of Economics and Political Science), Hao Xing (London School of Economics and Political Science)
16:00
» Neofytos Rodosthenous (Queen Mary University of London), Giorgio Ferrari (Bielefeld University)
Wednesday
14:30 - 16:30
Chair
Kathrin Glau
Venue
Ui Chadhain
14:30
» Kathrin Glau (Queen Mary University of London), Mirco Mahlstedt (Technical University of Munich), Maximilian Gaß (Technical University of Munich), Maximilian Mair (Technical University of Munich), Francesco Statti (EPFL), Daniel Kressner (EPFL)
15:00
» Jacques van Appel (University of Johannesburg), Thomas McWalter (University of Cape Town)
15:30
» Roger Lord (Cardano), Christian Kahl (FINCAD)
16:00
» Christian Poetz (Queen Mary University of London), Kathrin Glau (Queen Mary University of London), Paul Herold (Technical University of Munich), Dilip Madan (Robert H. Smith School of Business)
Wednesday
16:30 - 18:00
SIG Presentation

Thursday, 19th July

Thursday
09:00 - 09:50
TH-PL-A1
Bruno Bouchard
Venue
Burke Theater
09:00
»
Bruno Bouchard
University of Paris Dauphine
Thursday
10:00 - 10:50
TH-PL-A2
Rene Aid
Venue
Burke Theater
10:00
»
Rene Aid
University of Paris Dauphine
Thursday
11:00 - 11:30
Coffee Break
Thursday
11:30 - 13:30
TH-A-B1
Chair
Emanuela Rosazza Gianin
Venue
Beckett 1
11:30
» Felix-Benedikt Liebrich (University of Munich), Gregor Svindland (University of Munich)
12:00
» Francesca Centrone (University of Piemonte-Orientale), Emanuela Rosazza Gianin (University of Milano-Bicocca)
12:30
» Elisa Mastrogiacomo (Insubria), Emanuela Rosazza Gianin (University of Milano-Bicocca)
13:00
» Cagin Ararat (Bilkent University)
Thursday
11:30 - 13:30
Chair
Oleksii Mostovyi
Venue
Beckett 2
11:30
» David Hobson (University of Warwick), Alex Sing-lam Tse (University of Cambridge), Yeqi Zhu (Credit Suisse)
12:00
» Ngoc Huy Chau (Alfréd Rényi Institute of Mathematics), Miklós Rásonyi (MTA Alfréd Rényi Institute of Mathematics)
12:30
» Christoph Belak (University of Trier), Sören Christensen (University of Hamburg), Frank Seifried (University of Trier)
13:00
» Oleksii Mostovyi (University of Connecticut), Mihai Sirbu (University of Texas at Austin)
Thursday
11:30 - 13:30
Chair
Jim Gatheral
Venue
Burke Theater
11:30
» Julien Guyon (Bloomberg L.P.)
12:00
» Antoine Jacquier (Imperial College), Blanka Horvath (Imperial College), Peter Tankov (ENSAE ParisTech)
12:30
» Jim Gatheral (Baruch College, CUNY), elisa alos (University of Pompeu Fabra), Radoš Radoičić (Baruch College, CUNY)
13:00
» Stefano De Marco (Ecole Polytechnique-CMAP)
Thursday
11:30 - 13:30
Chair
Matteo Basei
Venue
Davis
11:30
» Miryana Grigorova (University Bielefeld), Peter Imkeller (Humboldt-Universität zu Berlin), Youssef Ouknine (Université Cadi Ayyad), Marie-Claire Quenez (Université Paris-Diderot)
12:00
» Andrew Lyasoff (Boston University, Questrom School of Business)
12:30
» Guanxing Fu (Humboldt-Universität zu Berlin), Ulrich Horst (Humboldt-Universität zu Berlin), Paulwin Graewe (Humboldt-Universität zu Berlin), Alexandre Popier (Université du Maine)
13:00
» René Aid (University of Paris-Dauphine), Matteo Basei (University of California, Berkeley), Huyên Pham (Paris Diderot University (Paris 7))
Thursday
11:30 - 13:30
Chair
Max Reppen
Venue
Emmet
11:30
» Vinicius Albani (Federal University of Santa Catarina), Jorge Zubelli (National Institute of Pure and Applied Mathematics), Sabrina Mulinacci (University of Bologna)
12:00
» Sema Coskun (University of Kaiserslautern), Ralf Korn (University of Kaiserslautern)
12:30
» Lingfei Li (The Chinese University of Hong Kong), Gongqiu Zhang (Wuhan University)
13:00
» Ibrahim Ekren (University of Michigan), Max Reppen (ETH Zurich)
Thursday
11:30 - 13:30
TH-A-SW
Chair
David Edelman
Venue
Swift
11:30
» Huiling Yuan (Shanghai University of Finance and Economics), Yong Zhou (Shanghai University of Finance and Economics), Zhiyuan Zhang (Shanghai University of Finance and Economics), Xiangyu Cui (Shanghai University of Finance and Economics)
12:00
» Jun Maeda (University of Warwick), Saul Jacka (University of Warwick)
12:30
» David Edelman (University College Dublin)
13:00
» Lorenzo Schoenleber (Frankfurt School of Finance and Management), Adrian Buss (INSEAD), Grigory Vilkov (Frankfurt School of Finance and Management)
Thursday
11:30 - 13:30
Chair
Birgit Rudloff
Venue
Synge
11:30
» Larry Epstein (Boston University), Shaolin Ji (Shandong University)
12:00
» Chi Seng Pun (Nanyang Technological University)
12:30
» Tolulope Rhoda Fadina (University of Freiburg), Frederik Herzberg (Universität Bielefeld)
13:00
» Gabriela Kovacova (WU - Vienna University of Economics and Business), Birgit Rudloff (WU - Vienna University of Economics and Business)
Thursday
11:30 - 13:30
Chair
Johannes Wiesel
Venue
Ui Chadhain
11:30
» Johannes Wiesel (University of Oxford), Jan Obloj (University of Oxford)
12:00
» Stefan Gerhold (TU Wien), Paul Krühner (University of Liverpool)
12:30
» Hideyuki Takada (Toho university), Simone Farinelli (Core Dynamics GmbH)
13:00
» Anastasis Kratsios (Concordia University), Cody Hyndman (Concordia University)
Thursday
13:30 - 14:30
Lunch
Thursday
14:30 - 16:30
TH-P-B1
Chair
Stéphane Crépey
Venue
Beckett 1
14:30
» Masahiko Egami (Kyoto University), Rusudan Kevkhishvili (Kyoto University)
15:00
15:30
» José Fajardo (FGV/EBAPE), José Manuel Corcuera (University of Barcelona), Wim Schoutens (University Katholic of louvain)
16:00
» Stéphane Crépey (Evry University), Romuald Elie (University Paris Est), Wissal Sabbagh (Evry), Shiqi Song (University of Evry)
Thursday
14:30 - 16:30
Chair
Griselda Deelstra
Venue
Beckett 2
14:30
» Andrey Itkin (NYU), Peter Carr (NYU)
15:00
» Jeonggyu Huh (Yonsei University), Jaegi Jeon (Yonsei University), Jeong-Hoon Kim (Yonsei University)
15:30
» Griselda Deelstra (Université libre de Bruxelles), Donatien Hainaut (Université catholique de Louvain)
16:00
» Andrea Romeo (Università di Torino), Patrizia Semeraro (Politecnico di Torino), Marina Marena (Università di Torino)
Thursday
14:30 - 16:30
Chair
Michael Ludkovski
Venue
Burke Theater
14:30
TH-P-BU.01 –
» Amirhossein Sadoghi (University of Hohenheim)
15:00
» Mike Ludkovski (University of California, Santa Barbara), Jimmy Risk (Cal Poly Pomona)
15:30
» Zhongmin Luo (birkbeck, University of London), Raymond Brummelhuis (University of Reims Champagne-Ardenne)
16:00
» Shihao Gu (University of Chicago), Bryan Kelly (Yale University), Dacheng Xiu (University of Chicago)
Thursday
14:30 - 16:30
Chair
Roberto Reno
Venue
Davis
14:30
TH-P-DA.04 –
» Federico Bandi (Johns Hopkins Carey Business School), Davide Pirino (Università degli Studi di Roma Tor Vergata), Roberto Reno (University of Verona)
15:00
TH-P-DA.01 –
» Aleksey Kolokolov (SAFE Center, University of Frankfurt), Roberto Reno (University of Verona)
15:30
» Pamela Saliba (Ecole Polytechnique-CMAP and AMF (Autorité Des Marchés Financiers)), Nicolas Megarbane (AMF (Autorité des Marchés Financiers)), Mathieu Rosenbaum (Ecole Polytechnique-CMAP), Charles-Albert Lehalle (CFM (Capital Fund Management))
16:00
» Takaki Hayashi (Keio University), Yuta Koike (University of Tokyo)
Thursday
14:30 - 16:30
Chair
Omar El Euch
Venue
Emmet
14:30
» Tetsuya Takabatake (Osaka University), Masaaki Fukasawa (Osaka University), Rebecca Westphal (ETH Zurich)
15:00
» Omar El Euch (Ecole Polytechnique), Eduardo Abi Jaber (University of Paris-Dauphine)
15:30
» Blanka Horvath (Imperial College), Benjamin Stemper (TU Berlin), Christian Bayer (TU Berlin), Peter K Friz (TU Berlin), Archil Gulisashvili (Ohio University)
16:00
» Aitor Muguruza Gonzalez (Imperial College London), Antoine Jacquier (Imperial College), Blanka Horvath (Imperial College)
Thursday
14:30 - 16:30
Chair
Christa Cuchiero
Venue
Swift
14:30
» Christa Cuchiero (University of Vienna), Josef Teichmann (ETH Zurich)
15:00
» Martin Larsson (ETH), Sara Svaluto-Ferro (ETH Zurich)
15:30
» Eduardo Abi Jaber (Université Paris Dauphine), Omar El Euch (Ecole Polytechnique)
16:00
» Sara Svaluto-Ferro (Sara), Martin Larsson (ETH), Christa Cuchiero (University of Vienna)
Thursday
14:30 - 16:30
TH-P-SY
Chair
Jan Pospíšil
Venue
Synge
14:30
15:00
» Jan Vecer (Charles University), Robert Navratil (Charles University)
15:30
» Raúl Merino (University of Barc), Jan Pospíšil (University of West Bohemia), Tomáš Sobotka (University of West Bohemia), Tommi Sottinen (University of Vaasa), Josep Vives (Universitat de Barcelona)
16:00
» Raúl Merino (University of Barcelona), Josep Vives (Universitat de Barcelona)
Thursday
14:30 - 16:30
Chair
Martin Herdegen
Venue
Ui Chadhain
14:30
» Hyejin Cho (University of Paris 1 - Panthéon Sorbonne)
15:00
» Georg Wehowar (Montanuniversität Leoben), Erika Hausenblas (Montanuniversität Leoben)
15:30
» Martin Herdegen (University of Warwick), Johannes Muhle-Karbe (Carnegie Mellon University), Bruno Bouchard (University of Paris-Dauphine), Masaaki Fukasawa (Osaka University)
16:00
» Kim Weston (Rutgers University)
Thursday
16:30 - 17:00
Coffee Break
Thursday
17:00 - 17:50
TH-PL-P
Mete Soner
Venue
Burke Theater
17:00
»
Mete Soner
ETH Zurich
Thursday
18:30 - 22:00
Gala Dinner
Venue
Mansion House, Dawson St, Dublin 2

Friday, 20th July

Friday
09:00 - 09:50
FR-PL-A1
Masaaki Fukasawa
Venue
Burke Theater
09:00
»
Masaaki Fukasawa
University of Osaka
Friday
10:00 - 12:00
FR-A-B1
TBA
Venue
Beckett 1
10:00
» Tom Hurd (McMaster University), Tuan Tran (Ryerson University), Quentin Shao (Scotiabank)
10:30
» Chris Kenyon (MUFG Securities EMEA plc), Hayato Iida (MUFG Securities EMEA plc)
Friday
10:00 - 12:00
Chair
Peter Carr
Venue
Burke Theater
10:00
» Peter Carr (New York University), Liuren Wu (Baruch College, CUNY)
10:30
11:00
» Diego Amaya (Wilfrid Laurier University), Jean-Francois Begin (Simon Fraser University), Genevieve Gauthier (HEC Montréal)
11:30
» Bruno Dupire (Bloomberg L.P.)
Friday
10:00 - 12:30
FR-A-DA
Chair
Natalie Packham
Venue
Davis
10:00
» Hidetoshi Nakagawa (Hitotsubashi University), Teruo Kemmotsu (Hitotsubashi University (graduated))
10:30
» Natalie Packham (Berlin School of Economics and Law), Fabian Woebbeking (Goethe University Frankfurt)
11:00
» Cheikh Mbaye (Université catholique de Louvain), Frédéric Vrins (Université catholique de Louvain)
11:30
» Flavia Barsotti (UniCredit Spa), Xavier Milhaud (ISFA), SALHI Yahia (ISFA)
Friday
10:00 - 12:30
Chair
Matheus Grasselli
Venue
Emmet
10:00
» Matheus Grasselli (McMaster University), Alexander Lipton (Stronghold Labs)
10:30
» Tathagata Banerjee (Washington University in St. Louis), Alex Bernstein (University of California, Santa Barbara), Zachary Feinstein (Washington University in St. Louis)
11:00
» Axel Gandy (Imperial College London), Luitgard Veraart (London School of Economics and Political Science)
11:30
» Hyun Jin Jang (Ulsan National Institute of Science and Technology), So Eun Choi (Korea Advanced Institute of Science and Technology), Geon Ho Choe (Korea Advanced Institute of Science and Technology)
Friday
10:00 - 12:00
Chair
Stefano Herzel
Venue
Swift
10:00
» Luca Bernardinelli (Dublin City University), Paolo Guasoni (Dublin City University), Eberhard Mayerhofer (University of Limerick)
10:30
» Zuo Quan Xu (The Hong Kong Polytechnic University), Fahuai Yi (Guangdong University of Foreign Studies)
11:00
» Stefano Herzel (University of Rome, Tor Vergata), Katia Colaneri (University of Leeds), Marco Nicolosi (University of Perugia)
11:30
» Pavol Brunovský (Comenius University Bratislava), Aleš Černý (Cass Business School, City, University of London), Ján Komadel (Comenius University Bratislava)
Friday
10:00 - 12:00
Chair
Giulia Di Nunno
Venue
Synge
10:00
» José Manuel Corcuera (University of Barcelona), Giulia Di Nunno (University of Oslo), Gergely Farkas (University of Barcelona), Bernt Øksendal (Univeristy of Oslo)
10:30
11:00
» José Manuel Corcuera (University of Barcelona), Giulia Di Nunno (University of Oslo)
11:30
» David Besslich (TU Berlin), Peter Bank (TU Berlin)
Friday
10:00 - 12:00
Chair
Joao Pedro Nunes
Venue
Ui Chadhain
10:00
» Pavel Gapeev (London School of Economics and Political Science), Goran Peskir (The University of Manchester)
10:30
FR-A-UI.01 –
» Souleymane Laminou Abdou (Boston University, Questrom School of Business), Jerome Detemple (Boston University, Questrom School of Business), Franck MORAUX (University Rennes 1, IGR-IAE & CREM)
11:00
» Joao Pedro Ruas (Sociedade Gestora dos Fundos de Pensoes do Banco de Portugal), Joao Pedro Nunes (ISCTE-IUL), Jose Carlos Dias (ISCTE-IUL)
11:30
» Igor Kravchenko (ISCTE-IUL), Vladislav Kravchenko (CINVESTAV del IPN), Sergii Torba (CINVESTAV del IPN), José Carlos Dias (ISCTE-IUL)