Université du Maine FST LAMSIN


 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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The University of Maine, The faculty of Science of Tunis and Laboratory of Mathematical Modeling and Numeric in Engineering Sciences "LAMSIN" organize the fourth spring school of the Euro-Mediteranean Research Center for Mathematics and its Applications

    CREMMA

                      Recent Advances in Math Financial and Insurance

              March 17-28th, 2014


• The school will take place in " Ecole nationale d'Ingenieurs de Tunis, ENIT ", from March the 17th to the 28th.
• It will include five courses.
• The lectures are devoted to Recent Advances in Math Financial and Insurance.
• For any question concerning the lectures, contact the program committee:
Anis Matoussi
Professor, Universite du Maine, anis.matoussi@univ-lemans.fr
Mohamed Mnif
Professor, ENIT, Universite Tunis El Manar, Mohamed.Mnif@enit.rnu.tn
Habib Ouerdiane
Professor, Universite Tunis El Manar, habib.ouerdiane@fst.rnu.tn

Agenda
   March 17th-21st, 2014
   - Nizar TOUZI (Ecole Polytechnique de Paris, France)
      Viscosity solutions for path dependent PDEs and application to Finance.
   
    - Xiaolu TAN (University of Paris-Dauphine, France )
      The optimal transport and application to Finance.

 March 22, 2014: day of lectures.

 March 24th-28th, 2014
    - Nicole EL KAROUI (University of Pierre et Marie Curie, Paris, France):
      Applications to the longevity and population dynamics:
        Part I,  Part II .

    - Monique JEANBLANC (Université d'Evry Val d'Essonne ):
      Applications to problems of default and credit:
        Lecture notes.

    - Alexandre BOUMEZOUEDD (University of Pierre et Marie Curie, Paris):
      The Poisson process, its simulation, random measures and point processes:
       LecturesTP and simulations.
   
Registration
   The application must include:
    - a detailed academic CV (specic and detailed programs, evaluation),
    - a cover letter with the subject of the thesis organization and some details of the results
     already obtained,
    - supervisor's recommendation letter.
      All the candidacies have to be sent to Hanen Mezghani and will be considered by the
     program committee.
    Deadline: January 25, 2014.
    Registration fees: 50 euros.
    BANK ACCOUNT INFORMATION:
    Beneciary Name: A.S.E.N.I.T. (Association Scientique de l'ENIT).
    Bank Name: BIAT Agence El Manar.
    Number A.S.E.N.I.T. account: 08110010022002286752.

Organization committee
    - Mohamed Mnif: mohamed.mnif@enit.rnu.tn
    - Rim Amami: rim.amami@ymail.com
    - Mohamed Anis Ben Lasmar : anis_lasmar@yahoo.fr
    - Wahid Faidi: faidi_wahid@yahoo.fr
    - Azmi Makhlouf : azmi.makhlouf@gmail.com
    - Hanen Mezghani : hanen_mezghanni@yahoo.fr