SUMMER SCHOOL IN MATHEMATICAL
FINANCE
Inter-University Centre
Dubrovnik
Dubrovnik, Croatia, September
17-22, 2001
Second Announcement
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The aim of the summer school is to have leading researchers deliver lectures on current research in mathematical finance. There will be five invited speakers who will each give six expository lectures on topics revolving mainly around pricing of derivatives of securities but will include also term structure models and actuarial science. The number of participants is limited to 60. There will be a limited number of contributed talks. The official language of the school will be English.
PROGRAMME
Tomas Björk (Stockholm School of Economics): INTEREST RATE MODELS
Mark Davis (Imperial College, London): MATHEMATICAL MODELS FOR DEFAULT AND CREDIT RISK
Nicole El Karoui (Ecole Polytechnique, Paris): INVERSE PROBLEMS IN FINANCE
Paul Embrechts (Swiss Institute of Technology, Zürich): INSURANCE ANALYTICS
Ragnar Norberg (London School of Economics): FINANCIAL MATHEMATICS IN LIFE AND PENSION INSURANCE
ORGANIZERS
The organizing institution is the Inter-University Centre in Dubrovnik, Croatia. The IUC in Dubrovnik is an international organization whose members are universities all over the world. At the moment the number of participating universities is about 175 and the list is expected to grow in the future. The main aim of the Centre is to provide the location and the facilities for courses and conferences in all fields of science. It is located in the beautiful environment overlooking the historic city of Dubrovnik.
Organizing Committee
Jakša Cvitanić University of Southern California, Los Angeles
Dušan Mramor University of Ljubljana
Wofgang J. Runggaldier University of Padova
Walter Schachermayer Technical University of Vienna
Local Organizers
Mihael Perman University of Ljubljana
Zoran Vondraček University of Zagreb
Organizing Institutions
Department of Mathematics, University of Zagreb, Croatia
Institute for Mathematics and Physics, University of Ljubljana, Slovenia
Faculty of Economics, University of Ljubljana, Slovenia
DEADLINES AND REGISTRATION
You should register by May 31, 2001. Note that the number of participants is
limited to 60. Registration will be handled on a first come first served basis.
There will be a limited number of contributed 15 minute talks. The list of registered participants is complete. Registration
is not possible any more. Deadline for submitting abstracts is June 30, 2001.
The registration fee is EURO
120 (EURO 80 for registered students). You will only be considered registered
once the registration fee has been paid. The fee should be paid by June 15, 2000. Click here
for details.
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Last update:
September 26, 2001.