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 of Bologna.
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.

Audience

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.