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)
Prof. Wolfgang Runggaldier (Univ. di Padova)

  April 20

Informations about course:
General info Lodging Course schedule
Social Events


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

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

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