27 Oct
28 Oct

Autumn School 2011 - Mathematical Methods in Finance and Insurance


27 October 2011 - 28 October 2011


Mathematics Institute of LMU Munich Theresienstr. 39B 80333 München

General Information

The Autumn School 2011 intends to provide an overview on some recent topics in mathematical research with applications to finance and insurance. It consists of two course series on

1. Stochastic simulation: Methods and applications in finance and insurance models

2. Affine processes: Theory & Applications

held by Prof. Hansjoerg Albrecher (University of Lausanne) and Prof. Joseph Teichmann (ETH Zuerich). The school addresses Ph.D. students, postgraduate researchers and practitioners from the fields of financial and insurance applications.