----------- forwarded messages: Date: Fri, 27 Apr 2001 23:04:36 +0200 (MET DST) From: Summer School in Mathematical Finance ssmf@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@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