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