The ABS CIMPA School 2021 of Finance & Operation Research aims to offer advanced training on recent issues at the interface of quantitative finance and operational research. The school targets pre and post-doctoral students, teacher-researchers of Morocco, other countries in Africa and beyond, local research engineers and research financial.
All speakers are confirmed researchers. A second objective of the school is to animate a research network and to feed the research agenda of the Africa Business School on these subjects.
The program will cover advanced financial modeling topics (e.g. Levy processes, credit risk, non-linear pricing), stochastic optimization and switching, as well as issues of optimization and game theory involving propagation of chaos techniques, mean fields and principal agents.
Langue officielle de l'école : anglais