The previously anounced mini-course by Peter Forsyth,
on June 16 and 17 at WPI, U. of Vienna, has
undergone major changes. Professor Forsyth had
to cancel due to an INJURY (Friday 10/6).
We managed to put together however an excellent new program
same days, slightly different times.
Due to the unforseen circumstances and enlarged
scope of the conference we are accepting, even at
this late stage,new registrations.
To register write an email to:
laurenceWPI(a)gmail.com
Outline of new program follows:
Thurs morning 10-12:30 Antoine Jacquier(Imperial College) Asymptotics
in
finance
Thurs afternoon 14:30-16:30 Christian Bayer(Vienna): Computational
Finance
Friday morning & early aft: 10-12:30 and 14:00-16:00 Christof
Riesinger:
HJB equations and their numerical treatmentFriday late aft: 16:30-18:30 Christian Bayer:
Computational Finance
Further details will be posted as soon as possible
at
http://www.math.nyu.edu/~laurence/Wpi/vienna-Energy-bis.htm
Best regards,
Peter Laurence