Special Semester on Stochastics with Emphasis on Finance
Linz, September 2008 - December 2008
Special Semester 2008

Special Semester
Stochastics with Emphasis on Finance

held at the

Johann Radon Institute for Computational and Applied Mathematics (RICAM)

Linz, September 2008 - December 2008


The goal of the Special Semester is to provide a stimulating environment for mathematicians, quantitative economists and, in particular, researchers in the areas of applied probability and analysis, computational methods, and finance to jointly address emerging challenges in the interface between stochastics and finance.

The aim is to focus in particular on the following topics that are at least partly related to research conducted at RICAM itself:

Leading experts in one or more of the above topics, talented post-docs and doctoral students will have the opportunity to collaborate at RICAM in an interdisciplinary atmosphere in order to gain new perspectives and to develop novel approaches.

The specific activities planned for the Special Semester are:

The Special semester should also allow

Finally, the plan is also to have some practitioners involved in the activities.

Scientific Committee

Hansjörg Albrecher, University of Linz & RICAM, Austria
Karl Kunisch, University of Graz & RICAM, Austria
Hanna Pikkarainen, RICAM, Austria
Wolfgang Runggaldier, University of Padova, Italy (Chair)
Walter Schachermayer, TU Vienna & RICAM, Austria

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URL: www.ricam.oeaw.ac.at/specsem/sef/index.php

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