11th Winter school on Mathematical Finance
Special Topics: Systemic risk and Volatility models

  



schedule abstracts registration participants




DATES and LOCATION

January 23-25, 2012 in Congrescentrum De Werelt (page in Dutch)
Travel directions: in Dutch or in English
Maps: local map, Michelin map and aerial view (Google)

visiting address: Westhofflaan 2
6741KH Lunteren
phone: +31 (0)318 484641
fax: +31 (0)318 482924
email: info@congrescentrum.com

MINI COURSES

The two mini courses of 5 hours each will be delivered by

SPECIAL INVITED LECTURES

The special invited lectures will be given by

SHORT LECTURES

The short lectures will be given by

Brochure and poster

All information about the time schedule, abstracts, and registration can also be found in the brochure, limited but essential information on the poster.

Organisers

Hans Schumacher (Tilburg University) and Peter Spreij (Korteweg-de Vries Institute for Mathematics, Universiteit van Amsterdam)

Sponsors

The winter school is supported financially by
NWO (the Netherlands Organization for Scientific Research)
STAR (Dutch mathematics cluster on Stochastics - Theoretical and Applied Research))
CentER (Center for Economic Research)
WONDER (Dutch Research School in Mathematics)

FWO WOG Grant

The FWO WOG research network Stochastic Modelling with applications in financial markets has made available five grants of 200 euro each for young researchers (PhD students and postdocs) associated to the network to be used as a reduction on the registration fee for the winter school. Eligible for the grants are those whose supervisor is a member of the network. Information about network members can be obtained from the institutional membership list. Applications for the grant can be sent by email to both Hans Schumacher and Peter Spreij (make sure that both are addressed). Applications are required to contain a brief motivation why the grant should be beneficial for the research of the applicant, a (link to) a CV of the applicant and the name of her/his principal supervisor. The deadline for applications is December 1, 2011.

AMaMeF

The winter school has previously been supported by AMaMeF, the well established research programme on Advanced Mathematical Methods in Finance of the European Science Foundation. The programme has terminated in 2010, but many activities will continue to be held under its flag.

Previous Winter Schools



Notes