Thursday, July 7, 2016
09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
19:00
20:00
21:00
22:00
23:00
›9:00 (50min)
Plenary talk: Michael Giles
Chair: Benjamin Jourdain
› Amphiteater Pasquier
›9:50 (50min)
Plenary talk: Arnulf Jentzen
Chair: Benjamin Jourdain
› Amphiteater Pasquier
›10:40 (30min)
› Room Marie Curie
›11:10 (50min)
Plenary Talk: Barak Pearlmutter
Chair: Charles-Albert Lehalle
› Amphiteater Pasquier
›12:00 (2h30)
› Room Marie Curie
›13:30 (1h)
› Room Marie Curie
›14:30 (1h30)
Efficient computations of sensitivities
Organizer: Charles-Albert Lehalle
› Amphiteater Pasquier
›14:30 (1h30)
SDE approximation
Organizer: Emmanuelle Clément
› Amphiteater Roussy
›16:00 (30min)
› Room Marie Curie
›16:30 (1h30)
Multilevel Monte Carlo
Organizer: Ahmed Kebaier
› Amphiteater Pasquier
›16:30 (1h30)
Rare events and stress tests
Organizer: Ludovic Goudenège
› Amphiteater Roussy
›18:45 (2h)
› Restaurant Georges (Centre Georges Pompidou)
›21:00 (2h30)
› In your favorite bar with large TV screen
Session
Speech
Logistics
Break
Tour