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Euro-Mediteranean Research Center for Mathematics and its Applications (EMRCMA):
First school on Math and Finance.
Mathematical methods for Finance,
2011 June the 4th, May the 9th,

 

The school goal is to launch EMRCMA with a school Mathematical methods for Finance. This school is four courses of one week. The participants are PHD students, post-docs, junior colleagues, twenty people, north and south Mediterranean. All the courses are delivered in English.

Scientific Committee: Sergio Albeverio, Rachid Benabidellah, Mostafa el Bahi, Nicole el Karoui, Peter Imkeller, Monique Jeanblanc, Habib Ouerdiane, Mohamed Remita, Nizar Touzi, Gerhard-Wilhem Weber, Yeliz Yolcu Okur, with Monique Pontier as a coordinator.

Lecturers:
• May 9 to 13 : Nizar Touzi and Bruno Bouchard, Stochastic Control and Applications.
Monday-Friday, two courses: 8h-10h, 10h30-12h30.
• May 16 to 19 (midday) : Nicole El Karoui, Risk Measures.
Monday-Thursday: 9h-12h.
• May 23 to 27: Anis Matoussi, Recent developements on BSDE's and applications for mathematical Finance, Stochastic Control and nonlinear PDE's and SPDE's.
Monday-Friday: 9h-12h30 (10h-10h30 break).
• May 30 to June 4: Monique Pontier, Some Elements on Filtering Theory.
Monday-Thursday: 9h-12h30 (10h-10h30 break).

The location is in Tunisia, Tunis. "Cité des Sciences",
http://www.cst.rnu.tn/
Here some possibilities to rent a room (around 16 euros per night). Moreover, there is a cafeteria very near the class room.