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Autumn School 2011 - Mathematical Methods in Finance and Insurance

The Autumn School 2011 intends to provide an overview on some recent topics in mathematical research with applications to finance and insurance. It consists of two course series on

1. Stochastic simulation: Methods and applications in finance and insurance models

2. Affine processes: Theory & Applications

held by Prof. Hansjoerg Albrecher (University of Lausanne) and Prof. Joseph Teichmann (ETH Zuerich).

The school addresses Ph.D. students, postgraduate researchers and practitioners from the fields of financial and insurance applications.

It will take place at the

Mathematics Institute of LMU Munich

 Theresienstrasse 39,  80333 Munich

27th - 28th October 2011