Mathematics for Risk in Finance and Energy (2015/2016)

Organizers: René Aid (EdF), PF Marco Avellaneda (Courant), Rama Cont (Imperial College), PF Fred Espen Benth (U. Oslo), PF Valery Kholodnyi (Verbund), Walter Schachermayer (WPI c/o U. Wien), Josef Teichmann (ETH Zürich), OTPF Almut Veraart (ICL)

Events

Intensive Course on "Stochastic modelling of energy markets" (external website )
Location: OMP 1, Lecture Room 13, 2nd floor Time: 4. Jul 2016 (Mon) - 4. Jul 2016 (Mon); Opening: 10:00
Organisation(s) WPI Organiser(s) Fred Espen Benth (U. Oslo)

Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance"
Location: WPI, OMP 1, Seminar Room 08.135 Please note that the first two talks will take place at SkyLounge (12th floor) Time: 4. Apr 2016 (Mon) - 6. Apr 2016 (Wed); Opening: 10:00
Organisation(s) WPI Organiser(s) Christa Cuchiero (U. Wien) Rama Cont (Imperial College London) Walter Schachermayer (WPI c/o U. Wien)

Talks in the framework of this thematic program... (by date) , (by name)

Pauli Fellows