Third Minisymposium on
Stochastic Methods in Financial Models
September 23-24, 1999
Centro Stefano Franscini, Ascona, Switzerland
http://www-math.math.univ-paris13.fr/~russo/Ascona-fin99.html
The minisymposium aims at presenting the state of the art in a field which
is evolving very quickly, both on the mathematical and
computational levels as well as on the financial level. New techniques
such as backward stochastic differential equations show
much promise; other tools such as Monte-Carlo methods have become
important; models involving fractional, stable (or other jump
processes) have being introduced. This conference will put a particular
emphasis on interest rates, whose recent mathematical
models use infinite dimensional stochastic processes and stochastic
partial differential equations.
September 23 (Thursday) the Conference will take place at the Centro di
Studi Bancari in Lugano. For participants staying at the
Centro Stefano Franscini, transportation to Lugano will be organized.
For further information, please contact the Secretary of the Conference:
Mrs. Erika GINDRAUX, Ascona 99, Dpartement de Mathmatiques, Ecole
Polytechnique Fdrale, CH-Lausanne, Switzerland.
EMAIL: [log in to unmask] Fax: +41 21 693 43 03
--------------------------------------------
Rama CONT
Centre de Mathematiques Appliquees - CNRS UMR 7641
Ecole Polytechnique
F-91128 Palaiseau, France.
Fax: 00 33 1 69 33 30 11.
E-mail: [log in to unmask]
WWW: http://www.cmap.polytechnique.fr/~rama/
--------------------------------------------
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|