Workgroup Financial Mathematics

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Summer School 2006

The Summer school 2006 will take place at the Mathematical Department of the Ludwig-Maximilians Universität (LMU) of München on June 29  (12.00 - 19.00 h) and on June 30  (09.00 - 18.00 h). It consists of two mini courses on

  •    Risk Measures and Capital Allocation
  •    Optimal Investment

held by Prof. Freddy Delbaen (ETH Zurich) and Prof. Chris Rogers (University of Cambridge). Furthermore a special talk will be held on

  •   Managing Value, Risk and Economic Capital: A Practical Approach to Asset Liability Management

held by Dr. B. Kaufmann (Munich Re).

The school addresses PhD students, postgraduate researchers and all practitioners from the risk management in insurance and other financial institutions.