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@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