Cover Image

Innovations in Mathematical Finance

The intention of the workshop is to focus on new and untraditional mathematical ideas and methods within the mathematical finance research. Subjects that may be discussed include (but are not limited to) - non-semimartingale models (including fractional Brownian motion) - nonstandard stochastic analysis and hyper-finance - new models for risk measures and related topics - information and its relation to performance in stochastic control and related topics - asymmetric information and equilibrium - insider trading models - partial information models - Malliavin calculus in mathematical finance - anticipative calculus in financial modeling - white noise analysis in mathematical finance
Event dates: 2007-06-25 – 2007-07-01
Organizer:
Country: Norway
Conference venue: Loen
Contact:
Giulia DI NUNNO CMA, Department of Mathematics University of Oslo , Box 1053 Blindern, N-0316 Oslo, Norway Email: giulian 'at' math.uio.no or Bernt ØKSENDAL CMA, Department of Mathematics University of Oslo , Box 1053 Blindern, N-0316 Oslo, Norway Email: oksendal 'at' math.uio.no
Classification: C6 - Mathematical Methods and Programming ; G1 - General Financial Markets
Language: English
Event type: Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops
Open event website

Report broken URL

Add a URL for the event

Would you like to receive a feedback?

Commentary

Please describe further errors in the commentary field.

For general questions please use this address.

Persistent link: https://www.econbiz.de/10005873211
Calendar Features