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Special Semester on Stochastics with Emphasis on Finance
Linz, September 2008 - December 2008
Program: Tutorials, September 3 - 6, 2008
Wed, September 03, 2008
09:00-10:30 Wolfgang Runggaldier Optimization problems in finance under full and partial information.
10:30-11:00 Break
11:00-12:30 Hansjörg Albrecher Risk modelling in insurance.
12:30-14:00 Lunch
14:00-15:30 Hansjörg Albrecher Risk modelling in insurance.
15:30-16:00 Break
16:00-17:30 Wolfgang Runggaldier Optimization problems in finance under full and partial information.
Thu, September 04, 2008
09:00-10:30 Manfred Deistler System Identification General Aspects and Structure.
10:30-11:00 Break
11:00-12:30 Walter Schachermayer Pricing and Hedging under Transaction Costs.
12:30-14:00 Lunch
14:00-15:30 Manfred Deistler System Identification General Aspects and Structure.
15:30-16:00 Break
16:00-17:30 Walter Schachermayer Pricing and Hedging under Transaction Costs.
Fri, September 05, 2008
09:00-10:30 Michael Monoyios Optimal investment and hedging under partial information.
10:30-11:00 Break
11:00-12:30 Jean-Pierre Fouque Partial Differential Equations in Option Pricing.
12:30-14:00 Lunch
14:00-15:30 Jean-Pierre Fouque Partial Differential Equations in Option Pricing.
15:30-16:00 Break
16:00-17:30 Michael Monoyios Optimal investment and hedging under partial information.
Sat, September 06, 2008
09:00-10:30 Thorsten Hohage Nonlinear Statistical Inverse Problems and Instrumental Variables.
10:30-11:00 Break
11:00-12:30 Thorsten Hohage Nonlinear Statistical Inverse Problems and Instrumental Variables.

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