Stochastic Methods in Finance
Joint course with the European Mathematical Society
Cusanus Akademie - Bressanone (Bolzano) - July 6-13, 2003

Course directors:

Prof. Marco Frittelli (Univ. di Firenze)
   marco.frittelli@dmd.unifi.it
Prof. Wolfgang Runggaldier (Univ. di Padova)
   runggal@math.unipd.it



  Deadline
  April 20

Informations about course:
General info Lodging Course schedule
Social Events


Lectures:

Prof. Kerry Back
Univ. of St.Louis 		Partial and asymmetric information.
Lecture notes    Abstract

Prof. Tomasz Bielecki
Northeastern Illinois Univ. 		Stochastic Methods in Credit Risk Modeling,
Valuation and Hedging
Lecture notes    Abstract

Prof. Christian Hipp
Univ. of Karlsruhe 		Financial control methods applied in insurance
Abstract

Prof. Shige Peng
Shandong Univ., China 		Nonlinear expectations and risk measures.
Lecture notes    Abstract

Prof. Walter Schachermayer
Technical Univ. of Vienna 		Utility Maximization in Incomplete Markets
Abstract

CIME activity is supported by Ministero degli Affari Esteri - Direzione Generale per la Promozione e la Cooperazione - Ufficio V, UNESCO-ROSTE, M.U.R.S.T. and INdAM