Bruno Dupire (Bloomberg) - Super-replication

Chris Rogers (Cambridge) - Diverse Beliefs

Jean-Pierre Fouque (UCSB) - Calibration of Stock Betas from Skews of Implied Volatilities

Jim Gatheral (NYU) - Price manipulation in models of the order book

Lane Hughston (Imperial College) - General Interest Rate Models in Discrete Time

Marco Avellaneda (NYU) - Path Dependence of Leveraged ETF Return

Matheus Grasselli (McMaster) - Chaotic Interest Rate Model Calibration

Rama Cont (Columbia) - Forward equations for option prices in semimartingale models

Sebastian Jaimungal (Toronto) - The Optimal Time to Invest When Volume is Uncertain