Partnerships

CIMPA - Africa Business School

The School

The ABS CIMPA School 2021 of Finance & Operation Research, aim to offer advanced training on recent issues at the interface of quantitative finance and operational research.

The school targets pre and post student, teacher-researchers of Morocco, other countries in Africa and all around the world, local research engineers and research financial.


To provide high quality teaching and develop participant research acumen, all speakers are confirmed researchers. In fact, the 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. using the Levy process, credit risk, non-linear pricing), stochastic optimization and switching, as well as issues of optimization and game theory involving the propagation techniques of chaos, middle fields and lead agent

CIMPA - Africa Business School

Language

English

Location

Mohammed VI Polytechnic University, Benguerir Morocco.

Program Structure

1 week from October 1st to October 5th, 2021

Course 1 : “General Theory of Processes”, Youssef Ouknine (Université Cadi Ayyad & Université Mohammed VI Polytechnique, Morocco)
Course 2 : “Ito Calculus”, Mohammed Erraoui (Université Hassan 2, Casablanca, Morocco)
Course 3 : “Backward Stochastic Differential Equations », El Hassan Essaky (Université Cadi Ayyad, Morocco
Course 4 : “Mean Field Games”, Said Hamadène (Le Mans Université, France)
Course 5 : “Mean Field Control”, Nizar Touzi (École Polytechnique, France)

Mini-course 1 : “Dependent Arrival Times”, Philip Protter (Columbia University, USA)
Mini-course 2 : “Role of Information in Finance”, Monique Jeanblanc (Université d’Evry, France)
Mini-course 3 : “Advanced Modeling in Finance”, Ernst Eberlein (Universität Freiburg, Germany)
Mini-course 4 : “From large population games to mean field games” Ludovic Tangpi (Princeton University, USA)
Mini-course 5 : “Introduction to Cyber risk in insurance “, Caroline Hillairet (ENSAE, France)

CIMPA - Africa Business School

Planned Timetable

Jour 1: Lundi 1er Novembre, 2021
9H – 10H30 : Théorie générale des processus
11H – 12H30 : Calcul d’Ito
16H – 17H30 : Advanced Modeling in Finance

Jour 2: Mardi 02 Novembre, 2021
9H – 10H30 : Contrôle à champs moyen
11H – 12H30 : Calcul d’Ito
16H – 17H30 : Role of information

Jour 3: Mercredi 03 Novembre, 2021
9H – 10H30 : Théorie générale des processus
11H – 12H30 : Contrôle à champs moyen
16H – 17H30 : Advanced Modeling in Finance

Jour 4: Jeudi 04 Novembre, 2021
9H – 10H30 : EDS rétrogrades
11H – 12H30 : Jeux à champs moyen
16H – 17H30 : From large population games to mean field games

Jour 5: Vendredi 05 Novembre, 2021
9H – 10H30 : EDS rétrogrades
11H – 12H30 : Jeux à champs moyen
16H – 17H30 : Introduction to Cyber risk in insurance​

Scientific committee

Sulem Agnès, INRIA, Paris
Rôle : Rapporteur

Touzi Nizar, Ecole Polytechnique
Rôle : Rapporteur et conférencier

Protter Philip, Columbia University
Rôle : Rapport et conférencier

Eberlein Ernst, University of Freiburg
Rôle : Rapporteur et conférencier

Hamadene, Said, Le Mans Université
Rôle : Rapporteur et conférencier

Ouknine Youssef, Université Cadi Ayyad et Professeur Affilié Africa Business School, Université Mohammed VI Polytechnique
Rôle : Rapporteur et conférencier

Steering committee

Gorge Agnès, Africa Business School, UM6P
Rôle : Responsable Scientifique

Chkifa Abdellah, UM6P
Rôle : Co-Responsable Scientifique

Bouhadou Siham, Université Cadi Ayyad
Rôle : Animation et encadrement des TDs/TPs

Kchia Younes, Africa Business School, UM6P
Rôle : Animation scientifique

El Jamali Sofia, Africa Business School, UM6P
Rôle : Responsable administratif

Akhanchouf Amira, Africa Business School, UM6P
Rôle : Responsable logistique (hébergement, billets d’avion, restauration, transferts)

Feriani Samir, Africa Business School, UM6P
Rôle : Responsable du site web

Eligibility

Resume
Letter of recommendation
Cover letter
Application are open until 25th August 2021.

CIMPA - Africa Business School

Apply for CIMPA Financial Supports

Information from: https://www.cimpa.info/en/node/40
All persons, except the lecturers, wishing to attend ABS CIMPA School 2021 of Finance & Operation Research are requested to register on this website ( link ).
People who require support to cover all or part of their costs of participation (travel and/or living expenses) can apply for a financial support from CIMPA on the web page: https://applications.cimpa.info
Only the students and research teaching staff of an institution located in a developing country different from the country of the school are eligible to a financial support from CIMPA. Applications must be submitted before the deadline which is given on the CIMPA webpage of the school. Applications shall include a cover letter and two recommendation letters that will be sent electronically by the referees. Candidates are advised to complete their applications early enough and to ask the referees to send the letters long before the deadline. CIMPA will not assume responsibility for any last-minute application which cannot be completed due to technical reasons.

Contact

For Further information please contact us via the following Email address:
ABS-CIMPA@um6p.ma