Crash course on Financial Modeling with Jump Processes
Bologna, May 21-22, 2009
The Spring School will take place in Bologna (Italy) at the Department
of Mathematics, on May 21-22, 2009, under the patronage of the University
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
- Ernst Eberlein (University of Freiburg)
- Peter Tankov (Ecole Polytechnique)
will lecture on the following topics:
- E. Eberlein: "Lévy driven financial models"
- P. Tankov: "Pricing and hedging jump risk"
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 practitioners and business people.
The aim is to lead the participants to the forefront of research
providing short, intensive and up-to-date courses.
The financial support of "Progetto lauree scientifiche - Stage, master e scuole, percorsi innovativi nei corsi di laurea" is gratefully acknowledged.