10th Winter school on Mathematical Finance Special Topics: Energy Markets and Malliavin Calculus in Finance

schedule

abstracts

registration

participants

DATES and LOCATION

visiting address:	Westhofflaan 2
	6741KH Lunteren
phone:	+31 (0)318 484641
fax:	+31 (0)318 482924
email:	info@dewerelt.nl

MINI COURSES

• Rüdiger Kiesel (Universität Duisburg-Essen)
• Bernt Øksendal (University of Oslo)

SPECIAL INVITED LECTURES

• Hansjoerg Albrecher (Université de Lausanne)
• Gilles Pagès (Université de Paris VI)
• Johan Tysk (Uppsala Universitet)

SHORT LECTURES

• Ove Göttsche (Twente University)
• Michiel Janssen (Universiteit van Amsterdam)
• Roel Mehlkopf (Tilburg University)
• Enno Veerman (Universiteit van Amsterdam)

Brochure

Organisers

Sponsors

	NWO (the Netherlands Organization for Scientific Research)
	STAR (Dutch mathematics cluster on Stochastics - Theoretical and Applied Research))
	CentER (Center for Economic Research)

AMaMeF

The winter school has previously been supported by AMaMeF, the well established research programme on Advanced Mathematical Methods in Finance of the European Science Foundation. The programme has terminated in 2010, but many activities will continue to be held under its flag.

Previous Winter Schools

1st winter school, 2001, December 17-19
• 2nd winter school, 2002, December 16-18.
• 3rd winter school, 2003, December 17-19.
• 4th winter school, 2005, January 24-26.
• 5th winter school, 2006, January 23-25.
• 6th winter school, 2007, January 22-24.
• 7th winter school, 2008, January 21-23.
• 8th winter school, 2009, January 19-21.
• 9th winter school, 2010, January 18-20.

Notes

• Links to pages on Financial Mathematics can be found on www.mathfin.nl.
• For Austrian actuaries, this workshop counts up to a maximum of 15 points (depending on the realized attendance of the lectures) for their continuing professional development (CPD). For a corresponding certificate, please contact in advance Peter Spreij (organiser) for precise arrangements which will be made on an individual base.