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 PDE and Mathematical Finance

15 - 19 August 2005

KTH ,Stockholm
Lecture hall D2, Lindstedtsvägen 5
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Workshop Program



Practical information

Organizing Committee

T. Arnarson, G. Papanicolaou, H. Shahgholian, R. Sircar

Tentative list of speakers

Peter Laurence
(University of Rome 1)
Bernt Øksendal
(University of Oslo)
Jean-Pierre Fouque
(North Carolina State University)
Knut Solna
(University of California, Irvine)
Christoph Schwab
(Swiss Federal Institute of Technology Zurich)
Mattias Jonsson
(Royal Institute of Technology)

Simon A. Brendle
(Princeton University)
Tomas Björk
(Stockholm School of Economics)
Thaleia Zariphopoulou
(University of Texas at Austin)
Aytac Ilhan
(University of Oxford)
Johan Tysk
(Uppsala University)
Walter Schachermayer
(Vienna University of Technology)
Halil Mete Soner
(Koç University)
Huyen Pham
(University Paris 7)
Josef Teichmann
(Vienna University of Technology)
Sam Howison
(University of Oxford)
Bruno Dupire
(Bloomberg, New York)
Rama Cont
(École Polytechnique)


Special Session
From Theory to Business

Andreas Binder
MathConsult, Linz

Heinz Engl
Kepler University and RICAM, Linz

Andrea Schatz
MathConsult, Linz

Stefan Fink
Raiffeisenlandesbank Oberosterreich





Contact     Teitur Arnarson, Department of Mathematics, KTH, SE-100 44 Stockholm