Lecturers
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• February the 28th : "Preliminaries to harmonize the knowledges", Monique PONTIER (Toulouse),
Caroline HILLAIRET (école Polytechnique de Paris),
• March the 7th: BSDE as tools for Finance, Jean-Pierre LEPELTIER (Le Mans) Abstract and J.F.
CHASSAGNEUX (Evry) Abstract,
• March the 14th: "Large deviations and stochastic resonance", Peter IMKELLER (Berlin) Abstract,
• March the 21th: "Pricing and hedging without martingale measures",Wolfgang RUNGGALDIER
(Padova) Abstract,
• March the 28th: "Enlargement of filtration", Monique JEANBLANC (Evry) Abstract,
• April the 4th: "Risk measures", Nicole EL KAROUI (Paris VI, Pierre et Marie Curie),
• April the 11th: "American Options", Damien LAMBERTON (Marne la Vallée) Abstract,
• April the 18th: "Optimal Control", Mete SONER (ETH Zurich), Nizar TOUZI (école Polytechnique
de Paris) Abstract,
• May the 2d: "Théorie des capacités, G-espérance, applications aux mathématiques fi nancières", Laurent DENIS (Evry), Anis MATOUSSI (Le Mans) Abstract,
• May the 9th : "Malliavin calculus for Lévy processes and applications to nance", Giulia di
NUNNO and Bernt OKSENDAL (Oslo Univdersity) Abstract,
• May the 23rd: "Cubature methods", Terry LYONS (Oxford University) Abstract and "Stochastic Filtering",
Dan CRISAN (Imperial College London) Abstract.