From September 2008 to December 2008, there will be a Special Semester on Stochastics with Emphasis on Finance at the Johann Radon Institute for Computational and Applied Mathematics (RICAM) of the Austrian Academy of Sciences in Linz.

The goal of this Special Semester is to provide a stimulating environment for mathematicians, quantitative economists and, in particular, researchers in the areas of applied probability and analysis, computational methods and finance to jointly address emerging challenges in the interface between stochastics and finance. There will be a series of thematic workshops with leading experts in the field.

Experienced researchers, post-docs and doctoral students will have the opportunity to collaborate at RICAM in an interdisciplinary atmosphere in order to gain new perspectives and to develop novel approaches.

Funding is available for longer stays during the semester. We particularly encourage young researchers to apply.

For more details on the activities planned for the Special Semester as well as for application forms, see the webpage

http://www.ricam.oeaw.ac.at/specsem/sef/

Scientific Committee:

Hansjörg Albrecher (University of Linz & RICAM, Austria), Karl Kunisch (University of Graz & RICAM, Austria), Hanna Pikkarainen (RICAM, Austria), Wolfgang Runggaldier (University of Padova, Italy (Chair)), Walter Schachermayer (TU Vienna & RICAM, Austria)