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. 


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