Wolfgang Pauli Institute (WPI) Vienna

Home WPI in a nutshell Practical Information Events People WPI Projects
Login Thematic Programs Pauli Fellows Talks Research Groups Math AI/ML @ WPI

"Pauli Symposium" on "PDEs in mathematical finance & economy"

Location: C 207 Fri, 23. Nov - Sat, 24. Nov 07
Organisation(s)
WPI 		Organiser(s)
Norbert Mauser

Talks in the framework of this event


Schachermayer, Walter C 207 Fri, 23. Nov 07, 10:15
"How agents with different attitudes towards risk optimize their portfolio: old and new results"
  • Event: "Pauli Symposium" on "PDEs in mathematical finance & economy" (2007)

Delbaen, Freddy C 207 Fri, 23. Nov 07, 11:20
"The Viscous Hamilton Jacobi equation and a problem from mathematical economics"
  • Event: "Pauli Symposium" on "PDEs in mathematical finance & economy" (2007)

Arisawa, Mariko C 207 Fri, 23. Nov 07, 13:45
"Homogenization and singular perturbation problems for integro-differential equations and their applications in mathematical finances"
  • Event: "Pauli Symposium" on "PDEs in mathematical finance & economy" (2007)

Laurence, Peter C 207 Fri, 23. Nov 07, 14:50
"Implied Volatility, Fundamental solutions, asymptotic analysis and symmetry methods"
  • Event: "Pauli Symposium" on "PDEs in mathematical finance & economy" (2007)

Filipovic, Damir C 207 Fri, 23. Nov 07, 15:35
"Affine Credit Risk Models"
  • Event: "Pauli Symposium" on "PDEs in mathematical finance & economy" (2007)

Impressum webmaster [Printable version]