Workgroup Financial Mathematics

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Summer School 2007

The Summer School 2007 will take place at the Department of Mathematics, Ludwig-Maximilians-Universität München (LMU), on July 5  (13.00 - 19.00 h) and on July 6  (09.00 - 18.00 h) 2007. It consists of two mini courses on

  • Quantitative Modelling of Operational Risk
  • Credit Derivatives and Dynamic Credit Risk Models

held by Prof. Paul Embrechts (ETH Zürich) and Prof. Rüdiger Frey (Universität Leipzig). Dr h.c. Gerhard Stahl (Bundesanstalt für Finanzdienstleistungsaufsicht, Bonn (BaFin), Federal Financial Supervisory Authority) will give a special lecture on "Application of statistical methods in risk management".

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