Wednesday, April 19
| 13:30 - 14:00 | Registration |
| 14:00 - 14:15 | Opening |
| 14:15 - 15:00 |
Mete Soner Viability, Arbitrage and Preferences |
| 15:00 - 15:30 |
Chen Yang The Overpricing of Leveraged Products: A Case Study of Dual-Purpose Funds in China |
| 15:30 - 16:00 |
Wei Jiang Simulating Risk Measures |
| 16:00 - 16:30 | Coffee Break |
| 16:30 - 17:00 |
Guanxing Fu Mean Field Models for Optimal Liquidation with Price Impact |
| 17:00 - 17:45 |
Nicolas Perkowski Recent results in game theoretic mathematical finance |
Thursday, April 20
| 9:00 - 9:45 |
Rüdiger Frey Optimal Liquidation under Partial Information with Price Impact |
| 9:45 - 10:15 |
Wei Xu Limit order books driven by Hawkes processes |
| 10:15 - 10:45 |
Ester Mariucci Compound Poisson approximation to estimate the Lévy density |
| 10:45 - 11:15 | Coffee Break |
| 11:15 - 11:45 |
Benjamin Stemper Short-time near-the-money skew in rough fractional volatility models |
| 11:45 - 12:30 |
Christian Bayer Short dated option pricing under rough volatility |
| 19:00 | Conference Dinner |
Friday, April 21
| 9:00 - 9:45 |
Peter Bank Scaling limits for super-replication under friction |
| 9:45 - 10:15 |
Peter Frentrup Modeling Multiplicative Market Impact - Stability and Examples |
| 10:15 - 10:45 |
Jingrui Sun Regulator and Systemic Risk via an Interactive Control System |
| 10:45 - 11:15 | Coffee Break |
| 11:15 - 12:00 |
Ronnie Sircar Energy Prices & Dynamic Games with Stochastic Demand |
| 12:00 - 12:30 |
Jacob Funk Dynamic Monopolies Under Stochastic Demand |
| 12:45 - 14:15 | Lunch Break |
| 14:15 - 15:00 |
Björn Scheuermann Bitcoin and the block chain - a (not too) Technical Introduction |
| 15:00 - 15:30 |
Sebastian Henningsen Decentralizing Central Banks: The Challenges of Monetary Policies on the block Chain |
| 15:30 - 16:00 | Coffee Break |
| 16:00 - 16:30 |
Hermann Elendner Risk and Resiliency across Crypto-Currencies and Markets |
| 16:30 - 17:00 |
Patrick Beißner Financial Equilibria under Volatility Uncertainty |
| 17:00 - 17:45 |
Chao Zhou The Sustainable Black-Scholes Equations |
Saturday, April 22
| 9:00 - 9:45 |
Min Dai Bridging Dynamic Mean Variance and CRRA Utility |
| 9:45 - 10:15 |
Hui Shao Gini Curve and Top Incomes |
| 10:15 - 10:45 | Coffee Break |
| 10:45 - 11:15 |
Nils Detering Managing Default Contagion in Financial Networks |
| 11:15 - 12:00 |
Suleyman Basak Belief Dispersion in the Stock Market |
| 12:00 - 12:15 | Closing |