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Autumn School 2010
Mathematical methods in risk management and finance
The Autumn School 2010 intends to provide an overview on some recent topics in mathematical research with applications to risk management and finance.
It consists of two course series on
* Convex risk measures and robust preferences
* Functional Ito calculus and applications in finance
held by Prof. Hans Föllmer (Humboldt University Berlin) and Prof. Rama Cont (Columbia University New York).
The school addresses Ph.D. students, postgraduate researchers and practitioners from the fields of quantitative risk management and other financial applications.
It will take place at the Mathematics Institute of the Ludwig-Maximilians-Universität (LMU), Theresienstraße 39, 80333 Munich, lecture room B 005 on October 21 and 22, 2010.
The deadline for registration is October 16, 2010.
Registrations will be processed on a first-come/first-served basis.
There is no registration fee for LMU- and TU-students as well as for LMU- and TU-Ph.D. students.
http://www.mathematik.uni-muenchen.de/autumn_school/index.html
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