Thematic Semester on “Information in Finance and Insurance”
Workshop on “Strategic Aspect of Information in Games and Financial Markets”

The thematic semester on “Information in Finance and Insurance” aims to study the impact and the role of information in financial and actuarial settings. Indeed, the amount and quality of the information affect the risk perception of investors when quantifying the financial risks or elaborating hedging strategies.

Modeling the information leads to modelize the dependencies: a rare event, which has a low probability to occur, can impact the modeling before and after its occurrence, and affect the price dynamics. Besides, the release of new information, even rumors, can lead to high price variations that can destabilize a financial market, by creating an effect of contagion. This thematic semester will gather experts on this topic and will contribute to propose quantitative models that allow to understand those important mechanisms and measure its consequences.


Thursday 5th / Friday 7th February 2015

Université Paris Dauphine,

Place du Maréchal de Lattre de Tassigny

75016 Paris Seminar Room A 305


  • Institut Louis Bachelier


Université Paris Dauphine Place du Maréchal de Lattre de Tassigny, Paris, 75775