The European Summer School in Financial Mathematics is an important body of the

Chair Derivatives of the Future.

This is a research project at École Polytechnique, sponsored by the

French Federation of Banks/Fédération Bancaire Française,

which focuses on the pricing and hedging of derivative securities under various market imperfections.

This Chair is hosted by the Foundation of the Europlace Institute of Finance.

The European Summer School in Financial Mathematics is sponsored by INFORM (Scientific Association for Insurance, Financial, and Operational Risk Management)

and the European Research Council (ERC).

We also acknowledge the partial support of the Science of Decision GIS (Group of Scientific Interest), which aims at building research collaborations between HEC, ENSAE and École Polytechnique

and of the academic recognition of the European Mathematical Society EMS, the French Applied Mathematics Society SMAI, the Amamef programme of the European Science Fundation ESF and the Institut Louis Bachelier.


Vienna University, Faculty of Mathematics, Oskar-Morgenstern-Platz 1, 1090 Wien, Tel: +43 1 4277 50722