2nd Winter school on Financial Mathematics
Special Topics: Credit Risk and Calibration

       






schedule abstracts registration form participants




DATES and LOCATION

December 16-18, 2002 in Castle Oud Poelgeest

visiting address: Poelgeesterweg 1
2340 BC Oegstgeest
phone: (071) 5174224
fax: (071) 5156478
email: oudpoel@worldonline.nl


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

ABSTRACTS with REFERENCES

SCHEDULE

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 16 and 17, 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:

Before November 1 After November 1
standard 1400 euro 1800 euro
full-time university staff 350 euro 400 euro


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

Previous Winter School

The 1st winter school has been held in 2001.


Links

The theme group on Financial Mathematics 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.