3rd PANORisk Conference "Risk, Markets, and the Real Economy”

3rd PANORisk Conference "Risk, Markets, and the Real Economy”

The November 30, 2018

The conference theme is “Risk, Markets, and the Real Economy” and it will be an opportunity for academics and professionals to present theoretical and  empirical contributions on topics including, but not limited to:

  • Regulation (MiFID II, Solvency II, Basel III);
  • Market microstructure and High Frequency Trading;
  • Liquidity risk;
  • Hedging;
  • Insurance;
  • Systemic risk and economic growth;
  • Extreme event modelling;
  • Corporate risk management;
  • New frontiers in risk modelling.

Keynote speaker:
Prof. Thierry Foucault, Professor of Finance, HEC, Paris.

More information: Colloque "Risk, Markets, and the Real Economy” 

International conference on Advanced Methods in Mathematical Finance


This conference is dedicated to innovations in the mathematical analysis of financial data, new numerical methods for finance and applications to risk modeling. The selected topics include actuarial theory, risk measures, ruin theory, credit default models, stochastic control and its applications to portfolio choice and liquidation, models of liquidity and with transaction costs, pricing and hedging of financial instruments. During this conference we plan to discuss new models, new methods and new results in mathematical finance, to answer questions related to actuarial theory, to analyse new financial instruments and to consider several applications of mathematical finance.


More information: https://indico.math.cnrs.fr/event/3123/


With the support funding:

Through the grant PANORisk