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Practical information

Following the tradition of the previous events organised within the FP7 PEOPLE Marie Curie ITN network "Deteministic and Stochastic Controlled Systems and Applications" (PITN-GA-2008-213841),  the University of Brest was very pleased to host this spring School in March 2012.

The Spring School "Stochastic Analysis in Finance" has been devoted to 2 major foci:

    - The G-expectation and the G-stochastic analysis as well as its application to finance

    - Numerical approaches in finance and for backward stochastic differential equations

The school adressed to PhD students, postgraduate researchers, and also to experienced researchers. It gave lectures of research level and was thought as a place of scientific exchange. The programme left an important space for discussions among participants.

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For more information on the event, please contact:

Elodie Thirion
Project manager
elodie.thirion@univ-brest.fr
+33(0)2.98.01.82.26

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The school is sponsored by the European FP7 Marie Curie ITN programme