MaPhySto and CAF Workshop on
Turbulence and Finance
http://www.maphysto.dk/events/Turbulence99/
Wednesday May 5 - Friday May 7, 1999
Department of Mathematical Sciences
University of Aarhus, Denmark.
In order to discuss the striking similarities, as well as the
differences, between key empirical features observed in the
financial markets and in turbulence of fluids, a workshop with the
above-mentioned title will be held 5-7 May 1999 at
the Department of Mathematical Sciences, the University of Aarhus.
The workshop is organized jointly by CAF (Centre
for Analytical Finance) and MaPhySto (Centre for Mathematical Physics
and Stochastics).
The participants will come from Physics, Stochastics, and
Mathematical Finance/Econometrics. Ample time will be
available for discussions, with particular emphasis on questions
relating to realistic stochastic modelling of the
phenomena concerned. Among the topics to be treated are:
Cascades
Long Range Dependence
Scaling
Selfsimilarity
Volatility and Intermittence
Behaviour at the Lower Limits of Resolution
Burgers' Equation
The organizing committee consists of: Ole E. Barndorff-Nielsen, Bent
Jesper Christensen, Henning Bunzel (Aarhus) and Michael Srensen
(Copenhagen).
Book of abstracts:
http://www.maphysto.dk/events/Turbulence99/abstracts/booklet.ps.gz
http://www.maphysto.dk/events/Turbulence99/abstracts/booklet.pdf
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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/
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