SSF 2006

Crash course on risk management of derivative securities
Bologna, May 18-19, 2006

The Spring School will take place in Bologna (Italy) at the Department of Mathematics, on May 18-19, 2006, under the patronage of the University of Bologna and of the Accademia delle Scienze.
The aim of the Spring School is to provide self-contained lectures on current research topics in mathematical finance.

The invited speakers of the school
  • Professor Bruno Dupire, Bloomberg, New York University (US),
  • Professor Damien Lamberton, University of Marne-la-Vallée (France)
will lecture on the following topics:
  • B. Dupire: "Volatility modelling"
  • D. Lamberton: "Optimal stopping and American options"
Lectures notes of the courses will also be available and there will be ample time for discussion.


The Spring School is intended to be addressed to a wide audience and is designed for academics and researchers as well as pratictioners and business people. The aim is to lead the participants to the forefront of research providing short, intensive and up-to-date courses.

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The financial support of Bologna University and ISCOM ER is gratefully acknowledged.

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