Timetable
Tuesday and Wednesday, 16:30,
Freihaus of TU Wien, green area, 6th floor, seminar room 107.
Tu, 05.02.2008 Sergei Kucherenko (Imperial College London)
"Application of Global Sensitivity Analysis and
Quasi Monte Methods in finance"
We, 06.02.2008 Ales Cerny (Cass Business School, City Univ. London)
"Mean-Variance Hedging and Optimal Investment in Heston's
Model with Correlation"
For further details (including abstracts) see
http://www.fam.tuwien.ac.at/events/