| 08:30-09:00 | Registration |
| 09:00-09:10 | Welcome |
| 09:10-10:00 | Tomas Björk (Stockholm School of Economics) (Abstract / Slides): Time Inconsistent Control |
| 10:00-10:45 | Martin Larsson (EPFL Lausanne) (Abstract / Slides): Polynomial Term Structure Models |
| 10:45-11:15 | Coffee Break |
| 11:15-12:00 | Stéphane Crépey (Université d'Evry) (Abstract / Slides): A multiple-curve CVA interest rate model |
| 12:00-12:45 | Eva Lütkebohmert (Universität Freiburg) (Abstract): An Integrated Structural Model for Market, Credit and Liquidity Risk |
| 12:45-14:15 | Lunch |
| 14:15-15:00 | Thorsten Schmidt (TU Chemnitz) (Abstract / Slides): Filtering in Finance: Theory and Numerics |
| 15:00-15:45 | Michal Barski (Universität Leipzig) (Abstract / Slides): Arbitrage Free Modelling of the Bond Market |
| 15:45-16:25 | Coffee Break (with Poster Session) |
| 16:25-17:10 | Agatha Murgoci (Copenhagen Business School) (Abstract / Slides): Convexity Adjustments for ATS models |
| 17:10-18:00 | Rama Cont (Imperial College, London) (Abstract / Slides): Dynamics of Limit order markets: a Journey across time scales |
| 19:00 | Dinner
Heuriger Schübel-Auer |
