International Conference on Monte Carlo techniques
Closing conference of thematic cycle
Paris July 5-8th 2016 
Campus les cordeliers
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Planning (including Slides) (Update: July 14th)

‹ Wednesday, July 6, 2016 ›
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
›9:00 (50min)
Plenary talk: Terry Lyons
Chair: Francois Delarue
› Amphiteater Pasquier
›9:50 (50min)
Plenary talk: Jean-François Chassagneux
Chair: Francois Delarue
› Amphiteater Pasquier
›10:40 (30min)
Coffee break
› Room Marie Curie
›11:10 (50min)
Plenary talk: Michael Ludkovski
Chair: Peter Tankov
› Amphiteater Pasquier
›12:00 (2h30)
Lunch (buffet for registered participants)
› Room Marie Curie
›13:30 (1h)
Poster session
› Room Marie Curie
›14:30 (1h30)
Simulation of BSDEs
Organizer: Plamen Turkedjiev
› Amphiteater Pasquier
›14:30 (1h30)
Simulation of stochastic graphs and applications
Organizer: Florent Benaych-Georges
› Amphiteater Roussy
›16:00 (30min)
Refreshment
› Room Marie Curie
›16:30 (1h30)
HPC and GPU
Organizer: Lokmane Abbas-Turki
› Amphiteater Pasquier
›16:30 (1h30)
Optimal trading
Organizer: Sophie Laruelle
› Amphiteater Roussy
Session
Speech
Logistics
Break
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