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

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Event dates:	2007-06-25 – 2007-07-01
Organizers:	Center of Mathematics for Applications (CMA), University of Oslo, Norway ESF program Advanced Mathematical Methods in Finance (AMaMeF)
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

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