Workgroup Financial Mathematics

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Summer School 2006

The Summer School 2006 hosted by the Workgroup Financial Mathematics will take place on June 29/30, 2006 at the LMU Mathematics Department in Munich.


The Summer School 2006 intends to provide an overview on current topics of mathematical research with applications within risk management, investment and finance. It consists of two mini courses on risk measures and capital allocation as well as on optimal investment. Furthermore there will be a special talk on managing value, risk and economic capital. The school addresses PhD students, postgraduate researchers and practitioners from different areas withing mathematical finance. Main speakers are Prof. Freddy Delbaen, Prof. Chris Rogers and Dr. B. Kaufmann.