International Conference on Quantitative Finance, Insurance and

International Conference on Quantitative Finance, Insurance and

International Conference on
Quantitative Finance,
Insurance and Risk-Management
Marrakech, Morocco
October 9-10, 2014
In honor of :
Michel Crouhy
www.uir.ac.ma
Nicole El Karoui
www.uca.ma
www.groupe-genes.fr
International Conference on Quantitative Finance,
Insurance and Risk-Management
In honor of :
Nicole EL Karoui and Michel Crouhy
Marrakech, Morocco
October 9-10, 2014
This Conference is in honor of Professors Nicole El Karoui and Michel Crouhy, two of the foremost
contributors to quantitative finance and risk-management, and an example of honorables scientists
and very devoted researchers.
This exceptional event is organized by:
International University of Rabat (UIR), Rabat – Morocco
University Cadi Ayyad of Marrakech (UCA), Marrakech - Morocco
Group of Statistical and Economics Schools (GENES), Paris - France
The conference will cover financial topics ranging from price discovery (derivatives and algorithmic
trading), risk management, asset optimization and portfolio allocation:
•
•
•
•
•
•
Quantitative finance
Risk-Management
Asset Management
Portfolio Management
Insurance and Extreme Risks
Optimization and Mathematical Finance
Scientific Committee
•
•
•
•
•
•
•
•
•
•
•
•
•
•
•
•
•
•
•
•
•
•
Frederic Abergel, Ecole Centrale de Paris, France
Samir Adly, Université de Limoges, France
Hamza Bahaji, Natixis Asset Management, Paris, France
Eric Benhamou, Thomson Reuters, Paris, France
Nordine Choukar, Mazars, Paris, France
Rama Cont, Imperial College, London, England
M’hamed Eddahbi, Université Cadi Ayyad, Marrakech, Morocco
Antoine Frachot, Groupes des Ecoles Nationales d’Economie et Statistiques (GENES), France
Pascal Gibart, Crédit Agricole CIB, Paris, France
Rajna Gibson, Geneva Finance Research Institute (GFRI), Université de Genève, Switzerland
Philippe Lacombe, Hiram Finance, Paris, France
Bernard Lapeyre, Ecole des Ponts ParisTech, France
Noureddine Lehdili, Banque Natixis, Paris, France
Stéphane Loisel, Institut des Sciences Financières et Actuarielles (ISFA), Lyon, France
Brahim Mezerdi, Université de Biskra, Algeria
Youssef Ouknine, Université Cadi Ayyad, Marrakech, Morocco
Abderrahim Oulidi, Université Internationale de Rabat, Morocco
Fadila Palmer, Lunalogic, Paris, France
Frederic Planchet, Institut des Sciences Financières et Actuarielles (ISFA), Lyon, France
Adil Reghaï, Banque Natixis, Paris, France
Denis Talay, INRIA, Nice, France
Nizar Touzi, Ecole Polytechnique, Paris, France
Organizing Committee
•
•
•
•
•
•
•
•
Samir Adly, Université de Limoges, France
Nordine Choukar, Mazars, Paris, France
M’hamed Eddahbi, UCA, Marrakech, Morocco
Antoine Frachot, GENES - Paris, France
Noureddine Lehdili, Natixis – Paris, France
Youssef Ouknine, UCA, Marrakech, Morocco
Abderrahim Oulidi, UIR, Rabat, Morocco
Adil Reghai, Natixis, Paris, France
Among the invited Speakers
•
•
•
•
•
•
•
•
•
•
•
•
Jean-Marc Bonnisseau, Université Paris 1, France
Michel Crouhy, Natixis , France
Ernst Eberlein, University of Freiburg, Germany
Nicole El Karoui, Ecole Polytechnique, France
Robert Geske, UCLA Anderson, USA
Elyès Jouini, Université Paris Dauphine, France
Bernard Lapeyre, Ecole des Ponts Paris Tech, France
R. Tyrell Rockafellar, University Of Washington, USA
Nizar Touzi, Ecole Polytechnique, Paris, France
Denis Talay, INRIA, Sophia Antipolis, Nice, France
Teemu Pennanen, King’s College London, UK
Said Hamadene, Université du Maine, France
Potential Sponsors
For registration or further information:
Prof. Abderrahim Oulidi
[email protected]
Tél. +212 (0)5 30 10 30 06
Prof. M’hamed Eddahbi
[email protected]
Tél. +212 (0) 6 66 66 46 24
www.uir.ac.ma
www.uca.ma
www.groupe-genes.fr