General Information
The Autumn School 2010 intends to provide an overview on recent topics in mathematical research with applications to risk management and finance. It consists of two course series on convex risk measures and robust preferences, as well as functional Ito calculus and it’s applications in finance held by Prof. Hans Föllmer (Humboldt University Berlin) and Prof. Rama Cont (Columbia University New York). The school addresses PhD students, postgraduate researchers and practitioners from the fields of quantitative risk management and other financial applications.
Anybody interested is highly welcome to participate.