Oberwolfach Seminar: Stochastic Modelling and Statistics in Finance; with Applications

October 19th - 25th, 2003
Deadline for applications:
September 15, 2003
Ole E. Barndorff-Nielsen, Aarhus
Friedrich Hubalek, Vienna
Elisa Nicolato, Aarhus
Neil Shephard, Oxford
Recent developments in mathematical finance, connected to the much improved access to data from the financial markets and to the widely recognised shortcomings of the initially proposed models for the movements of financial series, has led to a strong emphasis on more realistic modelling. The lectures will discuss some of the ensuing mathematical results, their empirical background, and various applications. Please, also take a look at the homepage of F. Hubalek.
Familiarity with basics of probability and statistics.

Mathematisches Forschungsinstitut Oberwolfach   updated: September 2nd, 2003