Department of Mathematics

Partial Differential Equations and Financial Mathematics 2008

A mini conference on Partial Differential Equations and Mathematical Finance will take place on November 11 at Uppsala University. 

The conference is in Room 80109 in the Ångström Laboratory. 
 

Program

TIME SPEAKER TITLE
9.30- 10.00 Coffee
10.00- 10.05 Opening
10.05- 10.35 Christer Borell (Chalmers University) Copulas and concentration inequalities
10.35- 11.05 Boualem Djehiche (KTH) Some aspects of stochastic impulse control problems
11.10- 11.40 Erik Ekström (Uppsala University) Existence and uniqueness theory for some pricing equations
11.40- 13.30 Lunch at Eklundshof
13.30- 14.00 Carl Lindberg (Weavering Capital) Hedge funds: concepts and strategies
14.00- 14.30 Filip Lindskog (KTH) Ruin probabilities under general investments and heavy-tailed claims
14.30- 15.00 Henrik Wanntorp (Uppsala University) Optimal stopping of a Brownian bridge
15.00- 15.30 Coffee
15.30- 16.00 Erik Lindström (Lund University) Valuation of contingent claims under model uncertainty
16.00- 16.30 Henrik Hult (KTH) Large deviations for point processes based on heavy-tailed sequences