Lectures will take place from Monday, January 9th to Thursday January 12th, 2017 as follows:

  Monday

    Morning session: 

        9h45-11h15,   Lévy-type processes in financial mathematics

        11h15-11h45, Coffee

        11h45-13h15, Multilevel Monte Carlo (MLMC) methods for processes with and without jumps

        13h30-14h,     Inauguration

    Lunch: 

        14h-16h, Lunch and discussion 

    Afternoon session

        16h-17h30, Financial Risk Management and Asset Valuation with applications to pensions and insurance

        17h30-18h, Coffee

        18h-19h30, Backward stochastic differential equations and their applications in financial mathematics

 Tuesday

     Morning session: 

        9h45-11h15,   Lévy-type processes in financial mathematics

        11h15-11h45, Coffee

        11h45-13h15, Multilevel Monte Carlo (MLMC) methods for processes with and without jumps

    Lunch 

        13h15-15h15, Lunch and discussion

    Afternoon session

        15h15-16h45, Financial Risk Management and Asset Valuation with applications to pensions and insurance

        16h45-17h15, Coffee

        17h15-18h45, Backward stochastic differential equations and their applications in financial mathematics

Wednesday

    Morning session: 

        9h45-11h15,   Lévy-type processes in financial mathematics

        11h15-11h45, Coffee

        11h45-13h15, Multilevel Monte Carlo (MLMC) methods for processes with and without jumps

    Lunch 

        13h15-15h15, Lunch and discussion

    Afternoon session

        15h15-16h45, Financial Risk Management and Asset Valuation with applications to pensions and insurance

        16h45-17h15, Coffee

        17h15-18h45, Backward stochastic differential equations and their applications in financial mathematics

Thursday

     Morning session: 

        11h15-11h45, Coffee

        11h45-13h15, Lévy-type processes in financial mathematics

    Lunch 

        13h15-15h15, Lunch and discussion

    Afternoon session

        15h15-16h45, Financial Risk Management and Asset Valuation with applications to pensions and insurance

        16h45-17h15, Coffee

        17h15-18h45, Backward stochastic differential equations and their applications in financial mathematics

 

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