Tutorials

• Mark Podolskij* (ETH, Zurich):
  Power variation methods for stochastic processes
• Fransesco Russo* (Paris):
  Stochastic calculus via regularization and one application to mathematical finance
• Walter Schachermayer* (Vienna):
  The fundamental theorem of asset pricing for continuous processes under small transaction costs
  

Invited speakers

• Andreas Basse* (Århus):
  When is a moving average a semimartingale?
• Christian Bender* (Saarbrücken):
  Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus
• Rama Cont* (Columbia, New York):
  Functional Itô formula and stochastic integral representation for functionals of semimartingales
• José Manuel Corcuera (Barcelona):
  Multipower variation for Brownian semistationary processes
• Paolo Guasoni* (Boston):
  The fundamental theorem of asset pricing for discontinuous processes
• Thilo Meyer-Brandis (Oslo):
  Electricity spot price modeling with a view towards spike risk
• Yuliya Mishura* (Kiev):
  Long-range dependence and non-semimartingale models in finance
• Ivan Nourdin* (Paris):
  Itô's formulas in law for fractional Brownian motion
• Bernt Oksendal* (Oslo):
  A general maximum principle for anticipating stochastic control and application to insider trading
• Giovanni Peccati* (Paris):
  Some limit theorems for functionals of Gaussian or Poisson fields
• Eckhard Platen* (Sydney):
  A benchmark approach to financial market modelling beyond semimartingales
• Juergen Schmiegel* (Århus)
  Brownian semistationary processes and turbulence modelling
• Tommi Sottinen* (Vaasa):
  Conditional small balls, local continuity and quadratic variation
• Jeanette Woerner* (Dortmund):
  Fractional processes: Modelling and inference
  

Contributed talks

• Ehsan Azmoodeh (Helsinki University of Technology):
  European call option and fractional frictionless/friction Market
• Alexander Kulikov (Moscow):
  Pricing with multidimensional coherent risk measures
• Andreas Neuenkirch (Dortmund):
  A Milstein-type scheme without Lévy-area terms for SDEs driven by fractional Brownian motion
• Alberto Ohashi (IBMEC São Paulo):
  Weak approximations for Wiener functionals
• Salvador Ortiz-Latorre (Barcelona):
  Itô-Stratonovich formula for Gaussian Processes: A Riemann sums approach
• Mikko Pakkanen (University of Helsinki):
  Stochastic Integrals and conditional full support
• Teemu Pennanen (Helsinki University of Technology):
  Superhedging in illiquid markets
• Jean Picard (Blaise Pascal University, Clermont-Ferrand):
  A tree approach to calculus for non-semimartingales
• Monique Pontier (Toulouse):
  Optimal strategies in a risky debt context
• Hasanjan Sayit (WPI, Worcester, Massachusetts):
  No arbitrage without semimartingales
• Yelis Yolcu Okur (Oslo):
  SDE solutions in the space of smooth random variables

Other participants

• Nadia Belaribi (Paris)
• Mohamed Ben Alaya (Paris)
• Delphine David (Evry)
• Jasmina Djordjevic (Nis)
• Dario Gasbarra (Helsinki)
• Stefan Geiss (Jyväskylä)
• Mohamed Amine Ghezzar (Sonatrach)
• Cristina di Girolami (Paris)
• Stéphane Goutte (Paris)
• Harald Oberhauser (Cambridge)
• Ahmed Kebaier (Paris)
• Jukka Lempa (Oslo)
• Samuli Leppänen (Helsinki University of Technology)
• Lasse Leskelä (Helsinki University of Technology)
• Lavinia Ostafe (Vienna)
• Petteri Piiroinen (Helsinki)
• Anthony Reveillac (Berlin)
• Heikki Tikanmäki (Helsinki University of Technology)
• Olli Wallin (Ilmarinen)
• Lauri Viitasaari (Helsinki University of Technology)