International Conference on Monte Carlo techniques
Closing conference of thematic cycle

Paris July 5-8th 2016 
Campus les cordeliers

Plenary speakers

The following plenary speakers have confirmed their participation:

  • Denis Belometsny (Duisburg-Essen Univ., Germany), webpage
  • Jean-Francois Chassagneux (Univ. Paris 7, France) webpage
  • Mike Giles (Oxford Univ., UK) webpage
  • Peter Glynn (Stanford Univ., USA) webpage 
  • Arnulf Jentzen (ETH Zurich, Switzerland), webpage 
  • Mike Ludkovski (USC Santa Barbara, USA), webpage
  • Terry Lyons (Oxford Univ., UK) webpage
  • Barak Pearlmutter (Maynooth University, Ireland), webpage
  • Robert Scheichl (Bath Univ., UK), webpage
  • Raul Tempone (KAUST, Saudi Arabia), webpage
  • Bruno Tuffin (IRISA Rennes, France), webpage
  • Tong Zhang (Rutgers Univ. , USA), webpage



16 minisymposia will be organized and each will consist of three talks.

The list of minisymposia is:

  1. Multilevel Monte Carlo (organized by A. Kebaier)
  2. SDE approximation (organised by E. Clément)
  3. Unbiased simulation of SDEs (organised by A. Alfonsi)
  4. Simulation of Stochastic graphs and applications (organised by F Benaych-Georges)
  5. Particle methods (organised by R. Ryder)
  6. Bayesian computation statistics (organised by C. Robert)
  7. Optimal trading (organised by S. Laruelle)
  8. Stochastic algorithms (organised by J.Lelong)
  9. Rare events and stress tests (organised by L. Goudenège)
  10. Non linear finance and Nested Monte Carlo (organised by S. Crépey)
  11. Simulation of BSDEs (organised by P. Turkedjiev)
  12. HPC and GPU (organised by L. Abbas-Turki)
  13. Quasi Monte-Carlo (organised by N. Chopin)
  14. Model risk and uncertainty (organised by C Martini)
  15. Efficient computations of sensitivities (organised by C.A. Lehalle)
  16. Mean-fields simulations (organised by F. Delarue)



The registration is now open. You have to create an account (menu on the left) or connect with your HAL account.

The registration is mandatory and free of charge.

The deadline for registration is 26th June, 2016.

If you need an invitation letter, please send us an email at

Poster (submission call)

To submit a poster presentation, you have to register, select the submission menu on the left, then select "poster" and fill in the submission form.

The submission deadline is extended to June 15st, 2016.


Scientific committee

  • René Carmona, Princeton University
  • Nicole El Karoui, Université Pierre et Marie Curie
  • Pierre Henry-Labordère, Société Générale
  • Julien Guyon, Bloomberg
  • Monique Jeanblanc, Université d’Evry
  • Bernard Lapeyre, École des Ponts ParisTech
  • Charles-Albert Lehalle, Capital Fund Management
  • Eric Moulines, Télécom ParisTech
  • Nadia Oudjane, EDF RD
  • Huyen Pham, Université Paris Diderot
  • Christian Robert, Université Paris-Dauphine
  • Denis Talay, INRIA Sophia Antipolis
  • Nizar Touzi, Ecole Polytechnique

Organization committee

  • Bruno Bouchard (University Paris Dauphine)
  • Areski Cousin (ISFA, University Lyon 1)
  • Virginie Ehrlacher (Ecole des Ponts ParisTech)
  • Romuald Elie (University Paris-Est Marne La Vallée)
  • Gersende Fort (Télécom ParisTech)
  • Stéphane Gaiffas (Ecole Polytechnique)
  • Emmanuel Gobet (Ecole Polytechnique)
  • Benjamin Jourdain (Ecole des Ponts ParisTech)
  • Gilles Pagès (University Pierre et Marie Curie)


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