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)