Programme
The programme comprises plenary lectures, eight specially organized mini-symposia, and parallel sessions of contributed papers.
The Congress venues are the Royal Geographical Society (RGS) and Imperial College. The entrances to both are on Exhibition Road, London SW7, 5 minutes' walk from each other. Plenary lectures and the Tuesday reception take place at RGS. All other sessions take place at Imperial College.
Registration for the Congress takes place from 15.00 to 16.30 on Tuesday 15 July at the Royal Geographical Society. You need to check in there to collect your name badge, tickets, abstract book, and other documentation. Please come early to have coffee and cakes, to meet people, and to enjoy the pleasant atmosphere of the Royal Geographical Society.
For those people arriving from Wednesday onward, a registration desk will be open at RGS each morning from 8:00 - 8:30 before the plenary lectures, and in the foyer of the Mechanical Engineering Building at Imperial College from 10:30 to lunchtime.
Aside from the Congress sessions, the following events will take place
- Opening reception on Tuesday evening
- The General Assembly of the Bachelier Finance Society, Friday evening
- The Congress Banquet, Saturday evening. Tickets £45
If you did not book banquet tickets at on-line registration, but would like to do so now, contact us at bachelier@bfs2008.com
Outline schedule
Tuesday at RGS
| 15.00-16.30 | Registration at Royal Geographical Society (coffee and cakes - please come early) | |
| 16.30-17.30 | Presidential address: Steven E. Shreve "Where did we come from and where are we going?" | |
| 17.30-18.30 | Plenary lecture: Tomas Björk "An overview of some non-standard optimal control problems" | |
| 18.30-20.30 | Opening Reception at Royal Geographical Society (wine and canapes) |
Wednesday
| 08.30-09.30 | Plenary lecture: Jaksa Cvitanic "Contract theory in continuous time" | |
| 09.30-10.30 | Plenary lecture: Dmitry Kramkov "Risk-tolerant wealth processes" | |
| 10.30-11.15 | Coffee | |
| 11.15-13.00 | Parallel sessions | |
| 13.00-14.30 | Lunch | |
| 14.30-16.15 | Parallel sessions | |
| 16.15-16.45 | Tea | |
| 16.45-18.30 | Parallel sessions |
Thursday
| 08.30-09.30 | Plenary lecture: Marco Frittelli "An Orlicz space approach to utility maximization and indifference pricing" | |
| 09.30-10.30 | Plenary lecture: Philip Dybvig "The collected works of Steven A. Ross" | |
| 10.30-11.15 | Coffee | |
| 11.15-13.00 | Parallel sessions | |
| 13.00-14.30 | Lunch | |
| 14.30-16.15 | Parallel sessions | |
| 16.15-16.45 | Tea | |
| 16.45-18.30 | Parallel sessions | |
| 18.30-20.00 | Recent results session |
Friday
| 08.30-09.30 | Plenary lecture: Lars Peter Hansen "Modelling the long run: valuation in dynamic stochastic economies" | |
| 09.30-10.30 | Plenary lecture: Jim Gatheral "Consistent modelling of VIX and SPX options" | |
| 10.30-11.15 | Coffee | |
| 11.15-13.00 | Parallel sessions | |
| 13.00-14.30 | Lunch | |
| 14.30-16.15 | Parallel sessions and Posters | |
| 16.15-16.45 | Tea | |
| 16.45-18.30 | Parallel sessions and Posters | |
| 18.30-19.30 | General Assembly of Bachelier Finance Society |
Saturday
| 08.30-09.30 | Plenary lecture: Alexander Lipton "A comparative analysis of synthetic and asset-backed CDOs" | |
| 09.30-10.30 | Plenary lecture: Nizar Touzi "The super-hedging approach to quantile hedging" | |
| 10.30-11.15 | Coffee | |
| 11.15-13.00 | Parallel sessions | |
| 13.00-14.15 | Lunch | |
| 14.15-16.00 | Parallel sessions | |
| 16.00-16.30 | Tea | |
| 16.30-17.30 | Plenary lecture: Philip Protter "Modelling financial bubbles" | |
| 17.30-18.30 | Special Guest Lecture: S.R.S. Varadhan "Large deviations and homogenization" | |
| 19.45 | Congress Banquet at Vinopolis (with after-dinner remarks by Riccardo Rebonato) |