Workgroup Financial Mathematics

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Winter School 2009

The Winter School 2009 hosted by the Workgroup Financial Mathematics will take place on February 13, 2009 in Hall 102 of the seminar building Richard-Wagner-Str. 10 at the Ludwig-Maximilians-Universität München.


The Winter School 2009 intends to provide an overview on current topics of mathematical research. It consists of two series of lectures on modelling, simulating and estimating electricity risk, as well as electricity and related energy markets. The school addresses PhD students, postgraduate researchers and practitioners from different areas withing mathematical finance. Main speakers are Prof. Thilo Meyer-Brandis and Prof. Rene Carmona.