6th Winter school on Mathematical Finance
Special Topics: Monte Carlo Methods and Portfolio Choice

schedule abstracts registration participants

DATES and LOCATION

January 22-24, 2007 in CongresHotel De Werelt
Travel directions: if you come by car or if you come by public transportation, local map, Michelin map and aerial view (Google)

visiting address: Westhofflaan 2

Lunteren

phone: +31 (0)318 484641

fax: +31 (0)318 482924

email: info@dewerelt.nl

MINI COURSES

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

René Carmona (Princeton University)
Thaleia Zariphopoulou (University of Texas, Austin)

SPECIAL INVITED LECTURES

The special invited lectures will be given by

Thomas Mikosch (University of Copenhagen)
Albert Shiryaev (Steklov Mathematical Institute, Moscow)
John Schoenmakers (Weierstrass Institute, Berlin)

SHORT LECTURES

The short lectures will be given by

Jasper Anderluh (Delft University of Technology)
Budhi Arta Surya (Utrecht University)
Martijn van der Voort (ABN AMRO)
Vera Minina (Universiteit Twente)

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

	AMaMeF (ESF programme on Advanced Mathematical Methods in Finance)
	NWO (the Netherlands Organization for Scientific Research)
	Thomas Stieltjes Institute for Mathematics
	MRI (Mathematical Research Institute)
	CentER (Center for Economic Research)

Previous Winter Schools

1st winter school

2nd winter school, 2002, December 16-18.
3rd winter school, 2003, December 17-19.
4th winter school, 2005, January 24-26.
5th winter school, 2006, January 23-25.

Links

The theme group on Mathematics and Economics of the Stieltjes Institute
Other links to pages on Financial Mathematics can be found on www.mathfin.nl and on the Financial Mathematics page of the Korteweg-de Vries Institute.