The Conference will address topics in stochastic perturbation methods, primarily financial mathematics, but also large deviations theory, homogenization, and waves in random media. A special focus will be placed on novel applications of probability and stochastics for systemic risk in financial networks, mean field games, stochastic volatility modeling, analysis of high-frequency financial data and multi-scale stochastic models of interacting particle systems. The meeting is also to honor Jean-Pierre Fouque on occasion of his 60th birthday.