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Advanced Modelling in Mathematical Finance

May 20–22, 2015, Kiel, Germany

A conference in honour of Ernst Eberlein

The goal of this workshop is to discuss current trends and models in financial mathematics, including but not limited to processes with jumps, derivatives, term-structure modelling, and computational aspects.

Due to time constraints, talks are by invitation only. However, the workshop includes an open poster session. We encourage in particular young researchers to present their work.

Invited speakers:

  • Christa Cuchiero (Vienna)
  • Damir Filipovic (Lausanne)
  • Hélyette Geman (London)
  • Kathrin Glau (Munich)
  • Zorana Grbac (Paris)
  • Reinhard Höpfner (Mainz)
  • Monique Jeanblanc (Paris)
  • Paul Krühner (Vienna)
  • Eva Lütkebohmert-Holtz (Freiburg)
  • Dilip Madan (Maryland)


  • Martijn Pistorius (London)
  • Markus Porembski (Kiel)
  • Thorsten Schmidt (Chemnitz)
  • Wim Schoutens (Leuven)
  • Albert Shiryaev (Moscow)
  • Michael Sørensen (Copenhagen)
  • Gerhard Stahl (Hannover)
  • Peter Tankov (Paris)
  • Josef Teichmann (Zürich)
  • Nakahiro Yoshida (Tokyo)

Organisers:


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