B. Jourdain, M.C. Kammerer-Quenez and J. Guyon: organization of the seminar on stochastic methods and finance, University of Marne-la-Vallée
M.C. Kammerer-Quenez and A. Kohatsu Higa : members of the organization committee of the Seminaire Bachelier de Mathematiques financieres, Institut Henri Poincaré, Paris.
Organization [2006.08.24-27] of the Workshop on Mathematical Finance and Stochastic Control Kyoto, Japan
[2005.12.01-02] Financial Engineering and related problems in Mathematical Finance (directed to practitioners in the japanese financial industry)
[2006.04-04-06] Université de Marne-la-Vallée. journées Analyse et Probabilités
B. Lapeyre :
- Coordination of the ANR program "Grid Computation for Financial Mathematics" (partners : Calyon, Centrale, EDF, ENPC, INRIA, Ixis, Paris 6, Pricing Partner, Summit, Supelec), started in February 2006.
- Session on "Adaptive Monte-Carlo methods et stochastic algorithms", journées MAS 2006, Lille, September 4-6 2006.
- organisation of a course on numerical methods in Finance, Collège de Polytechnique, December 2006.
- Co-Organisation (with Peter Imkeller, Esko Valkela and Monique Pontier) of an international Amamef workshop on "Insider models", Toulouse , January 2007
A. Kohatsu-Higa, D. Lamberton and A. Sulem: Organisation of an Amamef workshop on numerical methods in finance (INRIA-Rocquencourt, 1-3 February 2006).