17th e-Summer School in Risk Finance and Stochastics, Web, 30 June – 3 July 2020




17th   e-Summer School

in Risk Finance and Stochastics

Risk Finance and Stochastics



Web, 30 June – 3 July 2020


The 17th e-Summer School in Risk Finance and Stochastics, 30 June-3 July 2020 is organized by AUEB  (Departments of Accounting & Finance, Business Administration, Statistics) in collaboration with the University of the Aegean (Departments of Statistics & Actuarial-Financial Mathematics, Financial & Management Engineering).

The central topic of the school will be about a revision of the theory of arbitrage by Professor Ioannis Karatzas (Columbia).

Further topics that will be presented and discussed include stochastic finance, portfolio theory, risk management and decision making.

Among the speakers will be:

Fausto Gozzi  (Professor, LUISS University, Rome, Italy),
Filippo Santambrogio (Professor, Claude Bernard - Lyon University, France),
Gerhard-Wilhelm Weber (Professor, Poznan University of Technology, Poland),
Katherine Kyrtsou (Professor, University of Macedonia),
Athanasios Pantelous (Associate Professor, Monash University, Australia),
Diogo Pinheiro (Associate Professor, Brooklyn College, City University of NY, USA),
Susana Pinheiro (Assistant Professor, Queensborough Community College, City University of NY, USA),
Benoit Chevalier-Roignant (Lecturer, Cranfield University, UK),
Nuno Filipe Azevedo (Professor, Research Department, Banco do Portugal)
Ioannis Karatzas (Columbia University, USA)


The school is addressed to postgraduate students, PhD students, postdocs, researchers and practitioners whoa are interested to stay informed about the latest developments in the field of stochastic finance.

There is no fee for attending the school, but interested participants should send an e-mail of intention to participate to masterst@aueb.gr , stating their name, capacity, affiliation and including a short cv (no more than 10 lines).


The Organizing Committee

I.Baltas (Assistant Professor., University of the Aegean)
G. Kouretas (Professor, AUEB)
A. Tsekrekos (Associate Professor, AUEB)
G. Papayiannis (Lecturer, Hellenic Naval Academy)
S. Xanthopoulos (Associate Professor, University of the Aegean)
A.N. Yannacopoulos (Professor, AUEB)