Autumn School 2010
The Autumn School 2010 will take place at the Mathematics Institute of the Ludwig-Maximilians-Universität (LMU), Theresienstraße 39, 80333 Munich, lecture room B 005 on October 21 and 22, 2010. It consists of three course series on
- Convex risk measures and robust preferences
- Functional Ito calculus and applications in finance (PDF, 550KB)
- Crisis? What crisis? - Remarks on credit modeling and the crunch
held by Prof. Hans Föllmer (Humbolt University Berlin), Prof. Rama Cont (Columbia University New York) and Dr. Christoph Wagner.
The Autumn School 2010 addresses Ph.D. students, postgraduate researchers and practitioners from the fields of quantitative risk management and other financial applications.