---------- Forwarded message ---------- From: Walter Schachermayer ---------- Forwarded message ---------- Date: Thu, 09 Mar 2006 13:49:13 -0500 From: Nancy J. Watson nw0z@andrew.cmu.edu Subject: Heath Lectures at Carnegie Mellon University (fwd)

Dear Colleagues,

Please distribute the following information among your faculty and, in particular, PhD students. Sorry for an extra e-mail.

Dmitry.

HEATH LECTURES

The Center for Computational Finance at Carnegie Mellon University will host the first annual "HEATH LECTURES" in the period May 15-19, 2006. The theme of this first series of lectures will be RISK MEASUREMENT AND MANAGEMENT. The speakers will be

Freddy Delbaen Department of Mathematics ETH - Zurich

Alexander Schied Department of Mathematics Technical University of Berlin

Each speaker will give five 90-minute lectures over the course of the five days. Both lectures will be given in the afternoon between 1:30 and 5:00 pm. Some of the lectures will be tutorial.

While there is no fee for attending the workshop we kindly ask the participants to register by sending an e-mail to Ferna Hartman mailto:fh0d@andrew.cmu.edu (fill the subject field with "registration for Heath lectures"). This should help us to plan the event.

Out of Pittsburgh participants are welcome, but have to organize their travel and accommodation on their own. Useful information can be found on

http://www.cmu.edu/home/visitors

Do not forget to register!

Up-to-date information on workshop will be available on

http://www.math.cmu.edu/~ccf/docs/announcements.htm

Dmitry Kramkov Associate Professor Department of Mathematical Sciences Wean Hall 6126 Carnegie Mellon University Pittsburgh, PA, 15213-3890 Phone: 412-268-5912 Fax: 412-268-6380