Wednesday 29th June – Friday 1st July 2016


This conference for active young researchers (PhD students, postdocs, early career professors) aims at gathering about 30 participants in conditions that facilitate the interactions. Rather than focusing on a few specific techniques or problems, the goal is to have a broad view of what is currently being done in a large range of active topics in probability, numerical methods and mathematical finance.

All participants are strongly encouraged to present their work and thus their research area. Non-speaking attendants (e.g. young PhD students) are welcome as well, although there is no a priori guarantee that they can benefit from the same financial support as speaking participants.

All talks are 30 minutes long and should be as accessible as possible. The idea is to have sufficient time for the speakers to properly motivate their work and introduce the questions and state of the answers in their research area, while not having enough time to delve too deep into technical considerations that would only benefit other specialists of the area.


The theme of the conference are probability, numerics and finance. Probability is to be understood in a large sense : from stochastic analysis (SDEs, BSDEs, PPDEs, martingale transport, …), to pure probability (Skorokhod embeddings, …) to statistics. Numerics essentially refers to probabilistic numerical methods, or methods for probabilistic problems. Finance here is meant to encompass, on the one hand, the questions of management (pricing and hedging) of derivatives and the problems of optimal portfolio choice, which are classically associated with the phrase mathematical finance, but also, on the other hand, questions of interest for hedge funds and economists (market microstructure, limit order books, systemic risk, …).


Send an email to, with subject line “application for giving a talk” or “application for attendance”, including the following information : name, institution, status (PhD, postdoc, assistant professor), arrival and departure dates, title and abstract.

Deadline for abstract submission : 19th May. Expected notification date : 23rd-24th May.

General information

Organizers : Arnaud Lionnet, Wissal Sabbagh, Thibaut Mastrolia, Dylan Possamaï.

Scientific committee : Bruno Bouchard, Sam Cohen, Emmanuel Gobet, Kostas Kardaras, Anis Matoussi, Agnès Sulem, Nizar Touzi.

Previous editions :


Plus d’information ici.


  • Université du Maine, Le Mans


Université du Maine Avenue Olivier Messiaen, Le Mans , 72085 France