Second Paris-Asia Conference in Quantitative Finance

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Warm greetings! On behalf of RMI and our conference collaborators, we would like to invite submissions for Part II of the Second Paris-Asia Conference in Quantitative Finance in Suzhou, China on 26 and 27 May 2017.

The aim of this conference is to enhance existing connections and foster new collaborations between researchers from our teams in Paris and Asia in the fields of financial mathematics, quantitative finance, stochastic control, and risk management. Part II of the conference will discuss a mix of topics ranging from quantitative finance to economics. This part of conference will be co-organized by Mathematical Finance teams at LaMME - Université ďEvry & ENSIIE and CEREMADE - Université Paris Dauphine in France and Centre for Quantitative Finance, Institute of Real Estate Studies & Risk Management Institute, at the National University of Singapore (NUS); in partnership with the Risk Management & Quantitative Finance Centre which is based at the NUS Suzhou Research Institute. The scientific programme will follow the format of an academic conference. It will consist of submitted papers on the theme of quantitative finance and economics, to be reviewed and selected by an international panel of experts. Submitted papers must represent original and unpublished research. Suggested topics of interest include, but are not limited to:

Algorithmic trading
Computational finance
Financial modelling
Liquidity risk
Counterparty credit risk and XVA analysis
Portfolio selection
Microeconomics
Macroeconomics
Monetary economics

Paper submission:

Submissions may be made here. If you have any queries, please contact us at szconf@nus.edu.sg. The submission deadline is 15 March 2017. The authors will be notified of the review committee’s decision by 31 March 2017.

Poster presentation:

In addition to our regular Call-for-Paper, we are pleased to invite you to submit abstracts for poster presentation at the conference. Deadline for abstract submission is 15 March 2017.

All abstracts must be submitted and presented in English. If an abstract is accepted, author(s) must attend the conference and present in person. More details on posters will be advised on a later date.

Scientific Committee:

Chaired by Steven Kou (National University of Singapore)
Stéphane Crépey (Université ďEvry)
Yongheng Deng (National University of Singapore)
Nicole El Karoui (Université Pierre et Marie Curie)
Monique Jeanblanc (Université ďEvry)
Lishang Jiang (Tongji University and Soochow University)
Shige Peng (Shandong University)
Huyên Pham (Université Paris Diderot)
Wolfgang Runggaldier (Padova University)
Nizar Touzi (Ecole Polytechnique)

Organising Committee:

Chaired by Min Dai (National University of Singapore)
Bruno Bouchard (Université Paris Dauphine)
Etienne Chevalier (Université d’Evry)
Arnaud Gloter (Université d’Evry)
Vathana Ly Vath (ENSIIE)
Dylan Possamai (Université Paris Dauphine)
Yingda Song (University of Science and Technology of China)
Chao Zhou (National University of Singapore)

For more information, kindly refer to conference website.