----------- forwarded messages:
Date: Fri, 27 Apr 2001 23:04:36 +0200 (MET DST)
From: Summer School in Mathematical Finance <ssmf(a)valjhun.fmf.uni-lj.si>
Subject: Mathematical Finance in Dubrovnik
SECOND ANNOUNCEMENT
SUMMER SCHOOL IN MATHEMATICAL FINANCE
Inter-University Centre Dubrovnik
Dubrovnik, Croatia, September 17-22, 2001
The aim of the summer school is to have leading researchers
deliver lectures on current research in mathematical
finance. There will be five invited speakers who will each
give 6 expository lectures on topics concerning mainly pric-
ing of derivative securities but will include also term
structure models and actuarial science. There will also be a
limited number of contributed talks. English will be the
official language of the summer school.
PROGRAMME
As mentioned before there will be five lecturers each
delivering six hours of lectures. The idea is to bring the
audience up to date with current research but not to clutter
the presentation with too much technical detail. Some fami-
liarity with probability and finance is expected. Note that
the programme has changed slightly from the first announce-
ment.
The five confirmed lecturers are:
Tomas Bjoerk (The Stockholm School of Economics): INTEREST
RATE MODELS.
Mark Davis (Imperial College): MATHEMATICAL MODELS FOR
DEFAULT AND CREDIT RISK.
Nicole El Karoui (Ecole Polytechnique, Paris): INVERSE PROB-
LEMS IN FINANCE
Paul Embrechts (Swiss Institute of Technology): INSURANCE
ANALYTICS.
Ragnar Norberg (London School of Economics): FINANCIAL
MATHEMATICS IN LIFE AND PENSION INSURANCE.
ORGANISERS
The organising institution is the Inter-University Centre in
Dubrovnik, Croatia. The IUC is an international organisa-
tion whose members are universities all over the world. At
the moment the number of participating universities is 175
and the list is expected to grow in the future. The main
aim of the Centre is to provide the location and facilities
for meetings, summer schools and conferences in all fields
of science.
The organising committee consists of J. Cvitanic (University
of Southern California), D. Mramor (Univeristy of Lju-
bljana), W. Runggaldier (University of Padova) and W.
Schachermayer (Technical University Vienna). The local
organisers are M. Perman (University of Ljubljana) and Z.
Vondraèek (University of Zagreb).
REGISTRATION
The registration fee will be 120 EURO for regular partici-
pants and 80 EURO for registered students. The number of
participants is limited to 60. Registration will be handled
on a first come first served basis. You can register on-
line at
http://www.math.hr/~ssmf or by sending e-mail to to
ssmf(a)valjhun.fmf.uni-lj.si. You will only be considered
registered once the registration fee has been paid. The
deadline for registration is June 15, 2001. Keep in mind
that the number of participants is limited and the number of
registrations is increasing fast. ACT now.
ACCOMMODATION AND TRAVEL
The best way to get to Dubrovnik is to fly. The local air-
port Æilipi is a short drive from the city. There are regu-
lar flights from Zagreb, Croatia. For more information on
travel and hotels consult the conference homepage. We URGE
you to book hotels as soon as possible. Dubrovnik is a
popular destination and hotels may be a problem if you do
last minute reservations. See the homepage for information
on hotels.
ABOUT DUBROVNIK
Dubrovnik is located on the eastern coast of the Adriatic
sea close to the southernmost tip of Croatia. It is best
known for its impressive ramparts encircling the picturesque
renaissance inner city, and for its rich and colourful his-
tory. The origins of the city go back to the Romans who
appreciated the suave Mediterranean climate and the beauti-
ful surroundings. The life of the inhabitants has always
been closely tied to the sea; the trading network of the
Ragusan traders extended across Europe and they were known
as reliable partners and were renowned for their shipbuild-
ing skills. At the height of its power in the 15. and 16.
century the tiny city-republic of Dubrovnik had over 150
consular representatives countries and was actively involved
in European politics. The ensuing centuries brought a slow
decline as the Mediterranean lost its role as the primary
trading route. As a historical curiosity one should mention
that Dubrovnik was the first state to recognise the indepen-
dence of the United States in 1776. Today tourism is the
main activity in Dubrovnik. It's surroundings and bathing
possibilities along with cultural events have been attract-
ing visitors for many years. In September the weather is
usually sunny and the temperatures range between 25-30C
(78-86F). The water temperatures are balmy 24C (76F).
April 26, 2001