Workshop

“Finance and Insurance”,

March 16-20, 2009, Jena (Germany)

University Main Building

Welcome!

Organized within the Marie Curie Initial Training Network (ITN) “Deterministic and Stochastic Controlled Systems and Application” (PITN-GA-2008-213841), the Workshop focuses on Mathematical Finance and Insurance and their Applications, from the theoretical viewpoint as well as the practical one.
University Main Building
Photo: FSU/Archiv

The participants are expected to arrive on Sunday, March 15, in the afternoon. The scientific programme will start in the morning of Monday, March 16, and end on Friday, March 20, in the afternoon. Departure day is Saturday, March 21.

The Workshop will be held in the “Rosensäle” (Fürstengraben 27) close to the main building of the University of Jena which is located in the heart of the city. We organize accommodation in the hotels nearby. ITN participants and invited Lecturers will be accommodated by the organizers without further request. Other participants should contact the secretariat of the Workshop (for the address see below) for room request and reservation by completing and sending the registration form. From most of these hotels, the Conference site can be reached by foot in a few minutes.

We plan invited talks of 50-60 minutes and contributed talks of 30 minutes, both including discussion.


Invited & Contributed Talks

The participants are kindly asked to send the title and a brief abstract of their talks (no more than one page; electronically in LaTeX format including the source file) to the secretariat of the Workshop before January 15, 2009.
Contributed talks for participants should be submitted together with the registration (using the registration form) as early as possible (until lecturing time is available).
Participants will be informed on acceptance until February 2, 2009.


Invited Speakers

  • Peter Bank (Berlin, Germany)
  • Dirk Becherer (Berlin, Germany)
  • Giulia Di Nunno (Oslo, Norway)
  • Rüdiger Frey (Leipzig, Germany)
  • Peter Imkeller (Berlin, Germany)
  • Monique Jeanblanc (Evry, France)
  • Yuri Kabanov (Besancon, France)
  • Jan Kallsen (Kiel, Germany)
  • Claudia Klüppelberg (Munich, Germany)
  • Jan Obloj (Oxford, United Kingdom)
  • Wolfgang Runggaldier (Padova, Italy)
  • Alexander Schied (Rhodes Hall, Ithaca, U.S.A.)
  • Wolfgang Schmidt (Frankfurt a.M., Germany)
  • Martin Schweizer (Zürich, Switzerland)
  • Steve Shreve (Pittsburgh, Pennsylvania, U.S.A.)
  • Josef Teichmann (Vienna, Austria)
  • Nizar Touzi (Paris, France)

Programme Committee

  • R. Buckdahn (Brest, France)
  • D. Filipović (Vienna, Austria)
  • H.-J. Engelbert (Jena, Germany)
  • H. Föllmer (Berlin, Germany)
  • M. Jeanblanc (Evry, France)
  • C. Klüppelberg (Munich, Germany)
  • A.N. Shiryaev (Moscow, Russia)

Local Organizing Committee

  • S. Blei
  • H.-J. Engelbert
  • U. Freiberg
  • M. Hinz
  • E. Issoglio
  • J. Wolf
  • A. Wust
  • M. Zaehle

Registration

Deadline for registration and hotel reservation is January 15, 2009. Please use the registration form which you find here as doc or pdf.


Registration Fee

The registration fee for participants (excluding Network participants and invited speakers) is 100 € and has to be paid on arrival. The registration fee includes refreshments offered in the lecture breaks (coffee, beverages, cakes), but does not include meals, Conference dinner and excursion.


Contacts

If you have some questions concerning the Workshop or wish to participate, don't hesitate to contact one of the organizers of the Workshop or the Workshop Secretariat:


Sponsors

The meeting is sponsored by the Marie Curie Initial Training Network (ITN) “Deterministic and Stochastic Controlled Systems and Application” (PITN-GA-2008-213841) and by the Friedrich-Schiller-University of Jena.


Some useful links