Albert Shiryaev
Steklov Mathematical Institute and Moscow State University - Russia
Talk: Optimal stopping and power options

Ole E. Barndorff-Nielsen
Department of Mathematical Sciences, University of Aarhus - Denmark
Talk: Power and Bipower Variation: Theory and Applications

Hans Föllmer
Institut für Mathematik, Humboldt Universität zu Berlin - Germany
Talk: Convex risk measures, robust optimization problems, and worst case martingale measures

Tomas Björk
Department of Finance, Stockholm School of Economics - Sweden
Talk: Towards a general theory of good deal bounds

Paul Embrechts
Department of Mathematics, ETH-Zentrum, Zürich - Switzerland
Talk: Multivariate Extremal Events and Market Stress Scenarios

Ioannis Karatzas
Department of Statistics, Columbia University, New York - USA
Talk: Diversity and relative arbitrage in financial markets

Y. Ait-Sahalia
Bendheim Center for Finance, Princeton University - USA
Talk: How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise

N. El Karoui
Centre de Mathématiques Appliquées Ecole Polytechnique, Palaiseau - France
Talk: Inf-convolution of Dynamic risk measures and optimal risk transfer

Stanley Pliska
Department of Finance, Chicago - USA
Talk: Optimal Mortgage Refinancing with Endogenous Mortgage Rates

Marek Rutkowski
Mathematical Finance, Warsaw University of Technology - Poland
Talk: Hedging of Default Risk: A Replication-based Approach

Eckhard Platen
School of Finance and Economics, University of Technology, Sydney - Australia
Talk: A Benchmark Approach to Risk Management