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Workshop on Mathematical Finance

July 5, 1999


Host: Edinburgh University
Sponsor: Schroders and The Edinburgh Mathematical Society
Location: Edinburgh, Scotland

Organizers: Florin Avram, Andreas Kyprianou
Speakers: Angelos Dassios (London School of Economics), Huyen Pham (Equipe d'Analyse et de Mathematiques Appliquees Universite de Marne-la-vallee), Bas Werker (Universite Libre de Bruxelles), Elizabeth Whalley (Warwick University), Bernt Øksendal (University of Oslo and Norwegian School of Economics and Business Administration)

Abstract: A workshop on the modelling and management of financial assets will be arranged in Edinburgh, Scotland, July 5 1999 by the Department of Actuarial mathematics and Statistics, Heriot Watt and Department of Mathematics, Edinburgh University. This workshop has been chronologically placed deliberately to precede plenary sessions on financial mathematics on the 6th and 7th of July at ICIAM 99.

The workshop aims to cover a broad spectrum of issues, from recent progress in theoretical mathematical finance to the concrete impact this has had on our understanding of the management of asset portfolios.