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PDE methods in mathematical finance (2008)

Organizers: PF Peter Laurence (U. Roma), OTPF Mariko Arisawa (INRIA Rocqencourt)

Events

Workshop "Small time asymptotics, perturbation theory and heat kernel methods in mathematical finance"

Location: WPI
Time: 10. Feb 2009 (Tue) - 12. Feb 2009 (Thu)
Organisation(s)
WPI
Organiser(s)
Peter Laurence (U. Roma)
Remark: Click HERE for the programme.

7th Pauli Colloquium : P.L. Lions : "Financial mathematics and/after the crash"

Location: lecture room HS 3 in UZA2 / U. Wien / Nordbergstr. 15 /
Time: 19. Dec 2008 (Fri) - 19. Dec 2008 (Fri); Opening: 15:45
Organisation(s)
WPI
Organiser(s)
Norbert J. Mauser (WPI c/o U. Wien)
Walter Schachermayer (WPI c/o U. Wien)
Remark: Details on the program, with abstract.

Workshop on "American and Bermudan Options"

Location: WPI
Time: 17. Oct 2008 (Fri) - 18. Oct 2008 (Sat)
Organisation(s)
WPI
Organiser(s)
Mark Broadie (U. Columbia)
Friedrich Hubalek (TU Wien)
Damien Lamberton (Marne la Vallée)
Peter Laurence (WPI and U. Roma)
Remark: Click HERE for the programme.

Working group "PDE methods in mathematical finance"

Location: WPI
Time: 1. Aug 2008 (Fri) - 31. Aug 2008 (Sun)
Organisation(s)
WPI
Organiser(s)
Peter Laurence (WPI/U. Roma)

Talks in the framework of this thematic program... (by date) , (by name)

Pauli Fellows

Ekeland, Ivar 1. Apr 2009-31. May 2009 local address 
Laurence, Peter 1. Jan 2008-31. Mar 2009 local address 

Olga Taussky Pauli Fellows

Arisawa, Mariko 1. Aug 2008-31. Mar 2009 local address 

Visitors

Arous, Gerard Ben 10. Feb 2009-13. Feb 2009 local address 
Baviera, Roberto Co-funding: AMAMEF 16. Oct 2008-19. Oct 2008 local address 
Bender, Christian Co-funding: AMAMEF 16. Oct 2008-18. Oct 2008 local address 
Buehler, Hans 12. Feb 2009-14. Feb 2009 local address 
Elices Vallejo, Alberto 13. Jan 2009-19. Jan 2009 local address 
Fouque, Jean- Pierre 9. Feb 2009-13. Feb 2009 local address 
Friz, Peter 9. Feb 2009-13. Feb 2009 local address 
Gulisashvili, Archil 9. Feb 2009-15. Feb 2009 local address 
Hagan, Pat 9. Feb 2009-11. Feb 2009 local address 
Henry- Labordere, Pierre 10. Feb 2009-11. Feb 2009 local address 
Hsu, Elton 9. Feb 2009-14. Feb 2009 local address 
Ibanez, Alfredo Co-funding: AMAMEF 16. Oct 2008-20. Oct 2008 local address 
Ikeda, Nobuyuki 10. Feb 2009-12. Feb 2009 local address 
Jamshidian, Farshid Co-funding: AMAMEF 16. Oct 2008-19. Oct 2008 local address 
Lamberton, Damien Co-funding: AMAMEF 16. Oct 2008-19. Oct 2008 local address 
Leandre, Remi 9. Feb 2009-12. Feb 2009 local address 
Levendorvskii, Sergei 9. Feb 2009-12. Feb 2009 local address 
Lions, Pierre- Louis 18. Dec 2008-19. Dec 2008 local address 
Ninomiya, Syoiti 8. Feb 2009-14. Feb 2009 local address 
Osajima, Yasafumi Co-funding: BNP Paribas 9. Feb 2009-13. Feb 2009 local address 
Pagès, Gilles Co-funding: AMAMEF 16. Oct 2008-18. Oct 2008 local address 
Rogers, Chris Co-funding: AMAMEF 16. Oct 2008-17. Oct 2008 local address 
Scaillet, Olivier 10. Feb 2009-12. Feb 2009 local address 
Schoenmakers, Kohn Co-funding: AMAMEF 16. Oct 2008-17. Oct 2008 local address 
Stentoft, Lars Co-funding: AMAMEF 17. Oct 2008-21. Oct 2008 local address 
Takahashi, Ahikiko 10. Feb 2009-12. Feb 2009 local address 
Tehranchi, Mike 6. Feb 2009-13. Feb 2009 local address 
Touzi, Nizar Co-funding: AMAMEF 17. Oct 2008-17. Oct 2008 local address 
Wang, Tai- Ho 6. Aug 2008-13. Aug 2008 local address 
16. Jan 2009-23. Jan 2009 local address 

PostDocs

Matveev, Vladimir 12. Aug 2008-25. Aug 2008 local address 
Impressum webmaster [Printable version]