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June - European Mathematical Society Publishing House

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SUMMER SCHOOL of the<br />

Centro Internazionale Matematico Estivo<br />

and the <strong>European</strong> <strong>Mathematical</strong> <strong>Society</strong><br />

Supported by UNESCO-Roste<br />

Cusanus Akademie Bressanone (Bolzano)<br />

6th-13th July 2003<br />

The aim of the SUMMER SCHOOL is to provide a broad and accurate knowledge of some of the most up to<br />

date and relevant topics in <strong>Mathematical</strong> Finance. Particular attention will be devoted to the investigation<br />

of innovative methods from stochastic analysis that play a fundamental role in the mathematical modelling<br />

of finance or insurance.<br />

Courses<br />

Stochastic<br />

Methods<br />

in Finance<br />

The school will provide an occasion to facilitate and stimulate discussion between all participants, in<br />

particular, young researchers and lecturers, for whom limited financial support will be available.<br />

* Partial and asymmetric information. (Kerry Back, University of St.Louis, USA)<br />

* Stochastic Methods in Credit Risk Modeling, Valuation and Hedging<br />

(Tomasz Bielecki, Northeastern Illinois University, USA)<br />

* Finance and Insurance (Christian Hipp, University of Karlsruhe, Germany)<br />

* Nonlinear expectations and risk measures (Shige Peng, Shandong<br />

University, China)<br />

* Utility Maximization in Incomplete Markets (Walter Schachermayer,<br />

Technical University of Vienna, Austria)<br />

Course directors<br />

Prof. Marco Frittelli (Università di Firenze, Italy) marco.frittelli@dmd.unifi.it<br />

Prof. Wolfgang Runggaldier (Università di Padova, Italy) runggal@math.unipd.it<br />

Webpage: http://www.math.unifi.it/cime<br />

<strong>European</strong><br />

<strong>Mathematical</strong> <strong>Society</strong>

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