Spring School

“Finance and Insurance - Stochastic Analysis and Practical Methods”,

March 2-13, 2009, Jena (Germany)

University Main Building


Organized within the Marie Curie Initial Training Network (ITN) “Deterministic and Stochastic Controlled Systems and Application” (PITN-GA-2008-213841), the Spring School focuses on Mathematical Finance and Insurance and related topics, including basic tools from Stochastic Analysis on one side and practitioner's viewpoint on the other.
University Main Building
Photo: FSU/Archiv

The participants are expected to arrive on Sunday, March 1, in the afternoon. The lectures will start in the morning of Monday, March 2, and end on Friday, March 13, in the afternoon. Departure day is Saturday, March 14.

The Spring School 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 Spring School (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 single and series of invited lecturers of 2 x 45 minutes and contributed talks of 30 and 45 minutes, both including discussion.

Lectures & Contributed Talks

The participants are kindly asked to send the title and a brief abstract of their lecture(s) or contributions (no more than one page; electronically in LaTeX format including the source file) to the secretariat of the Spring School 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 Lecturers

  • Peter Bank (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)
  • Thomas Mikosch (Copenhagen, Denmark)
  • Josef Teichmann (Vienna, Austria)
  • Jochen Wolf (Remagen-Koblenz, Germany)

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


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 150 € 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.


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


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