Winter school on Financial Mathematics
Special Topics: Term Structure and Risk Measures

registration form schedule abstracts

DATES and LOCATION

December 17-19, 2001 in Castle Oud Poelgeest

MINI COURSES

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

David Heath, Carnegie Mellon University
Tomas Björk, Stockholm School of Economics

MAIN LECTURES

The main lectures will be given by

Stewart Hodges, Warwick Business School
Antoon Pelsser, Nationale Nederlanden and Erasmus University Rotterdam
Chris Rogers, University of Bath

SHORT LECTURES

The short lectures will be given by

Joost Driessen, Universiteit van Amsterdam and ABN AMRO
Jiri Hoogland, CWI
Jeroen Kerkhof, Tilburg University
Pieter Klaassen, ABN AMRO and Vrije Universiteit
Martijn Pistorius, Utrecht University
Michel Vellekoop, Twente University

REGISTRATION

To register for the winter school, please complete the registration form and submit it electronically.
Alternatively, you may also print it and return it to

ms. E.Wallet
Korteweg-de Vries Institute for Mathematics
Plantage Muidergracht 24
1018 TV Amsterdam
fax: +31 20 5255101

The registration fee includes accommodation (single room) for the nights of December 17 and 18, all meals starting with lunch on Monday up to and including lunch on Wednesday, and tea and coffee during breaks. Payment can be made by transferal to

postal account 7388994 of
RISK TERM
Secretariaat Korteweg-de Vries Instituut
Amsterdam.

For international transfers, you might need the international bank code: INGBNL2A.

The fee schedule is as follows:

standard NLG 3500

full-time university staff NLG 750

Inquiries concerning fees for partial attendance may be directed to ms. Evelien Wallet.
Registration will be valid after full payment has been received.
Refunds can be given only for cancellations received before December 1, 2001.

ORGANISERS

Hans Schumacher (Tilburg University) and Peter Spreij (Universiteit van Amsterdam)

Winter school on Financial Mathematics Special Topics: Term Structure and Risk Measures