DYNSTOCH+ 2007 workshop Amsterdam - Schedule of talks

Thursday
11.00-11.30	coffee and welcome
11.30-12.00	Michael Sørensen	On likelihood inference for diffusion-type models
12.00-12.30	Jeannette Woerner	Inference for high frequency data: iid noise versus fractional Brownian motion models
12.30-14.30	lunch break
14.30-15.30	Network meeting	Information on Initial Training Networks under FP7 by Solange Blaszkowski followed by discussion
15.30-16.00	coffee break
16.00-16.30	Ernst Eberlein	Duality Theory for Derivative Valuation
16.30-17.00	Griselda Deelstra	Optimal funding of a defined benefit pension plan
17.00-17.30	Enno Veerman	Violating volatilities
Friday
9.30-10.00	Catherine Laredo	Inference for incompletely observed branching processes
10.00-10.30	Claire Lacour	Least square type estimation of the transition density of a particular hidden Markov chain
10.30-11.00	Shota Gugushvili	Deconvolution for an atomic distribution
11.00-11.30	coffee break
11.30-12.00	Jean Jacod	A way of modeling microstructure noise
12.00-12.30	Mathias Vetter	Estimation of integrated volatility in the presence of microstructure noise and jumps
12.30-14.30	lunch break
14.30-15.00	Chris A.J. Klaassen	Service by Appointment
15.00-15.30	Abdelghafour Es-Saghouani	On the correlation structure of Gaussian queues
15.30-16.00	Harry van Zanten	Gaussian process priors in Bayesian nonparametrics
20.00-22.30	conference dinner	in restaurant De Hogesluis, Sarphatistraat 23 (offered by the Korteweg - de Vries Institute for Mathematics)

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