All times in this Schedule are Pacific Time (PT)
Tuesday, January 5, 2010
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Morning Session
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8:30 - 9:20
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Check-In/Light Breakfast (Hosted by IPAM)
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9:20 - 9:30
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Welcome and Opening Remarks
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9:30 - 10:30
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René Carmona (Princeton University)
Short Course on Mathematics of Emissions Markets: Mechanics of the cap-and-trade schemes and first equilibrium models

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10:30 - 11:00
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Break
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11:00 - 11:50
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Thaleia Zariphopoulou (University of Oxford)
Investment performance measurement under time-monotone criteria

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12:00 - 2:00
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Lunch (on your own)
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Afternoon Session
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2:00 - 2:50
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René Carmona (Princeton University)
Short Course on Mathematics of Emissions Markets: Allocation mechanisms, design, and scheme comparisons

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3:00 - 3:15
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Break
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3:15 - 4:05
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4:15 - 4:30
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Coffee Break
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4:30 - 5:30
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5:45 - 7:30
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Poster Session & Reception (Hosted by IPAM)
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Wednesday, January 6, 2010
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Morning Session
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8:00 - 9:00
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Continental Breakfast
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9:00 - 9:50
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Pierre-Louis Lions (Université de Paris IX (Paris-Dauphine))
Distinguished Lecture, Short Course - Lecture 2: On Mean Field Games
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10:00 - 10:15
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Break
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10:15 - 11:05
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Jin Ma (University of Southern California (USC))
When Mathematical Finance and Actuarial Science Cross

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11:15 - 11:30
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Break
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11:30 - 12:20
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12:30 - 2:00
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Lunch (on your own)
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Afternoon Session
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2:00 - 2:50
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Pierre-Louis Lions (Université de Paris IX (Paris-Dauphine))
Distinguished Lecture, Short Course - Lecture 3: On Mean Field Games
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3:00 - 3:15
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Break
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3:15 - 4:05
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4:15 - 4:30
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Break
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4:30 - 5:20
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René Carmona (Princeton University)
Short Course on Mathematics of Emissions Market: Reduced form models and carbon option pricing

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Thursday, January 7, 2010
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Morning Session
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8:00 - 9:00
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Continental Breakfast
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9:00 - 9:50
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10:00 - 10:15
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Break
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10:15 - 11:05
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11:15 - 11:30
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Break
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11:30 - 12:20
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12:30 - 2:00
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Lunch (on your own)
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Afternoon Session
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2:00 - 2:50
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3:00 - 3:15
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Break
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3:15 - 4:05
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Friday, January 8, 2010
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Morning Session
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8:00 - 9:00
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Continental Breakfast
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9:00 - 9:50
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10:00 - 10:15
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Break
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10:15 - 11:05
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11:15 - 11:30
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Break
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11:30 - 12:20
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12:30 - 1:30
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Lunch (on your own)
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Afternoon Session
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1:30 - 2:20
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Alain Bensoussan (University of Texas at Dallas)
Real Options in a Stackelberg Game
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2:30 - 2:45
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Break
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2:45 - 3:35
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3:45 - 4:00
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Break
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4:00 - 4:50
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Nicole El Karoui (École Polytechnique)
Non Linear SPDE of Forward Utilities and Stochastic flows: Drift and Volatility Characterization with M.M'rad

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