Workgroup Financial Mathematics

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Autumn School 2010

The 4th Autumn School hosted by the Workgroup Financial Mathematics will take place on October 21/22, 2010 at the LMU Mathematics Department in Munich.


The Autumn School 2010 intends to provide an overview on current topics of mathematical research with applications within risk management and finance. It consists of two series of lectures on convex risk measures and robust preferences, as well as functional Ito calculus and its application in finance. The school mainly addresses PhD students, postgraduate researchers and practitioners from different areas withing mathematical finance. Main speakers are Prof. Hans Föllmer and Prof. Rama Cont.