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.