Mon, September 22, 2008
09:15-09:30	Opening
09:30-10:20	Ole E. Barndorff-Nielsen	BSS models and Intermittency/Volatility
10:20-10:50	Break
10:50-11:40	Claudia Klüppelberg	The Lévy-driven continuous-time COGARCH model
11:40-15:00	Lunch Break
15:00-15:50	Jan Kallsen	On hedging and indifference pricing in models with stochastic volatility and jumps
15:50-16:20	Break
16:20-17:10	Robert Stelzer	Multivariate Lévy driven stochastic volatility models
Tue, September 23, 2008
09:30-10:20	David Hobson	Optimal Liquidation of Derivative Portfolios
10:20-10:50	Break
10:50-11:40	Miklos Rasonyi	Modelling markets with transaction costs
11:40-15:00	Lunch Break
15:00-15:50	Jeannette Woerner	Analyzing market microstructure
15:50-16:20	Break
16:20-17:10	Chris Rogers	Contracting for optimal investment with risk control
Wed, September 24, 2008
09:30-10:20	Fred Espen Benth	Modeling spot and forward prices in energy markets
10:20-10:50	Break
10:50-11:40	Hanspeter Schmidli	On CAT Options and Bonds
Thu, September 25, 2008
09:30-10:20	Ernst Eberlein	Analysis of valuation formulae and applications to option pricing in Lévy models
10:20-10:50	Break
10:50-11:40	Semyon Malamud	Information Percolation
11:40-15:00	Lunch Break
15:00-15:50	Saul Jacka	Representation of coherent risk measures by trading.
15:50-16:20	Break
16:20-17:10	Georg Pflug	Multi-period risk functionals
Fri, September 26, 2008
09:30-10:20	Alexander Schied	Optimal portfolio liquidation
10:20-10:50	Break
10:50-11:40	Hans Foellmer	Asymptotic arbitrage and large deviations

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