Organized by: Centre de Mathématiques Appliquées, École Polytechnique Center for Financial Engineering, Columbia University Risk Management and Financial Engineering Lab, University of Florida This workshop will bring together leading international researchers to discuss state-of-the-art results in quantitative finance related to emerging issues in derivatives modeling, portfolio optimization and risk management. We expect strong participation from both industry and academia. This 3-day workshop will consist of plenary talks with plenty of discussion time to stimulate interaction between participants and ignite collaborations between them, especially between US and French teams. Some talks by young researchers and PhD students will also be included in the program. Topics include: derivative pricing and hedging, risk measurement, credit risk modeling, portfolio optimization, Monte Carlo methods in finance, quantitative modeling in corporate finance.