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Special Semester on Stochastics with Emphasis on Finance
Linz, September 2008 - December 2008
Kick-off-Workshop, September 8 - 12, 2008

Organizers

Hansjörg Albrecher, University of Linz & RICAM, Austria
Karl Kunisch, University of Graz & RICAM, Austria
Hanna Pikkarainen, RICAM, Austria
Wolfgang Runggaldier, University of Padova, Italy
Walter Schachermayer, TU Vienna & RICAM, Austria
Wim Schoutens, KU Leuven, Belgium

Workshop Abstract

The Kick-off Workshop will be a high level mixed workshop on all the topics of the Semester. It will start with a Practitioner's Day on September 8, on which some of the leading minds of the finance industry will give presentations of their work to stimulate discussions between practitioners and academics on mathematical challenges in this field.

Invited Speakers

Dirk Becherer, Humboldt University Berlin, Germany
Manfred Deistler, University of Vienna, Austria
Damir Filipovic, University of Vienna, Austria
Jean-Pierre Fouque, University of California Santa Barbara, USA
Claudia Klueppelberg, Technical University Munich, Germany
Ralf Korn, University of Kaiserslautern, Germany
Peter Laurence, University La Sapienza, Italy
Huyen Pham, Université Paris VII, France
Christoph Reisinger, University of Oxford, UK
Wim Schoutens, Katholieke Universiteit Leuven, Belgium
Jef Teugels, Katholieke Universiteit Leuven, Belgium
Thaleia Zariphopoulou, The University of Texas at Austin, USA
Xunyu Zhou, University of Oxford, UK

Invited Speakers for the Practitioner's Day

John Crosby, Lloyds, UK
Alberto Elices Vallejo, Grupo Santander, Spain
Stefan Fink, Raiffeisenlandesbank Oberösterreich, Austria
Peter Leoni, Electrabel - Commodities Trading, Belgium
Dilip Madan, Morgan Stanley New York, USA
Peter Schaller, Bank-Austria - Creditanstalt Vienna, Austria
Andreas Weingessel, Erste Bank, Austria

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