* | Plenary Speaker | C | Contributed Speaker | P | Poster Presenter |

Easley, David | Microstructure and Asset Pricing | |

C | Eberlein, Ernst | The Defaultable Lévy Term Structure: Ratings and Restructuring |

C | Egorov, Alexei V. | Maximum Likelihood Estimation of Time-Inhomogeneous Diffusions |

P | Ekström, Erik | Properties of American Option Prices |

* | El Karoui, Nicole | Optimal security design and diversification in financial markets with non-tradea... |

El Karoui, Nicole | Optimal consumption rules in the presence of durable and perishable goods | |

El Karoui, Nicole | Optimization with random horizon | |

P | Elghanjaoui, Said | A Markov chain approximation scheme for an investment-consumption problem with i... |

Elliott, Robert J. | A General Fractional White Noise Theory and Applications to Finance | |

Engwerda, Jacob | Coherent Risk Minimization of Derivatives in Multiperiod Models | |

C | Epstein, Larry | Learning under Ambiguity |

Fan, Rong | Pricing and Hedging in the Swaption Market | |

Favero, Gino | Shortfall risk minimization in the binomial model | |

Fernholz, Robert | Probabilistic Aspects of Portfolio Analysis and Optimization | |

Fernández, Begońa | Valuation and Optimal Exercise Time for the Banxico Put Option. | |

P | Figŕ-Talamanca, Gianna | Detecting and modeling tail dependence |

C | Filipovic, Damir | Affine Processes and Applications in Finance |

Filipovic, Damir | On the Term Structure of Interest Rates | |

P | Flamouris, Dimitris | Valuing Exotic Derivatives with Jump Diffusions: The Case of Basket Options |

Fleming, Wendell H. | An Optimal Consumption Problem for Factor Dependent Models | |

Florent, Igor | Implied Volatility Smiles | |

C | Frey, Rüdiger | Modelling Dependent Defaults |

C | Frittelli, Marco | Optimal solutions to utility maximization and to the dual problem |

Fusai, Gianluca | Pricing of Implied Volatility Derivatives: a Risk Neutral Model for Market Impli... |

Napp, Clotilde | Aggregation of heterogeneous beliefs and adjusted CCAPM | |

Nardon, Martina | Discrete and continuous time approximations of the optimal exercise boundary of ... | |

Ng, Kah Hwa | Differential Geometry of Equivalent Martingale Measures in an Incomplete Market | |

C | Nguyen, Laurent (Anh) | Monte-Carlo approximation of minimum entropy measures |

C | Nigmatullin, Eldar | Bayesian model averaging when models are specified by moment conditions |

P | Nikitopoulos, Christina | A Jump-Diffusion Derivative Pricing Model Arising Within the Heath-Jarrow-Morton... |

C | Norvaisa, Rimas | Asset pricing using a form of evolution |

* | O'Hara, Maureen | Microstructure and Asset Pricing |

Osborn, Denise | Smooth transition regression models in UK stock returns | |

C | Overbecjk, Ludger | Risk Based Valuation of CDO structures |

Uberti, Maria-Cristina | Volatility forecasting performances of SVOL and AJD models for very volatile mar... | |

Urosevic, Branko | Ownership Dynamics and Asset Pricing with a "Large Shareholder" | |

P | Urusov, Mikhail | Some Optimal Stopping Problems Concerning Maximum Processes |

C | Valkanov, Rossen | Boundaries of Predictability: Noisy Predictive Regressions |

C | van der Hoek, John | A General Fractional White Noise Theory and Applications to Finance |

P | Vanmaele, Michčle | Bounds for the price of discretely sampled arithmetic Asian options |

P | Vargiolu, Tiziano | Shortfall risk minimization in the binomial model |

C | Vasicek, Oldrich Alfons | Bond Market Clearing |

Vecer, Jan | Pricing Asian Options in a Semimartingale Model | |

Vulcano, Antonio | Pricing of Implied Volatility Derivatives: a Risk Neutral Model for Market Impli... | |

Vágó, Zsuzsanna | Change detection of stochastic volatility processes |

C | Xu, Mingxin | Pricing Asian Options in a Semimartingale Model |

Xu, Yuewu | Maximum Likelihood Estimation of Time-Inhomogeneous Diffusions |

Yang, Deane | Coupled Lattice Efficiency Analysis of Mortgage-backed Securities | |

C | Yasuoka, Takashi | Topologically Pseudo-complete System of Bond Price Processes, and Application t... |

P | Yigitbasioglu, Ali Bora | Pricing Convertible Bonds with Interest Rate, Equity, Credit and FX Risk |

C | Yildirim, Yildiray | Modeling Credit Risk with Partial Information |

Yor, Marc | Making Markov Martingales Meet Marginals: With Explicit Constructions |

Özkan, Fehmi | The Defaultable Lévy Term Structure: Ratings and Restructuring |

C | Řksendal, Bernt | Weighted local time for fractional Brownian motion and applications to finance |

Řksendal, Bernt | Minimal variance hedging for fractional Brownian motion |