18th Winter school on Mathematical Finance

Datum 21 jan. 2019 - 23 jan. 2019
Lokatie Lunteren
Omschrijving

Special topics: Rough volatility and Long term investments. Two mini courses of 5 hours each by Paolo Guasoni (Dublin City University) and Jim Gatheral (The City University of New York). Special invited lectures by René Aïd (Université Paris-Dauphine), Jean-Philippe Bouchaud (École Polytechnique, Paris) and Stéphane Crépey (Université d'Évry). Four short lectures complete the programme. 

 

Meer informatie https://staff.fnwi.uva.nl/p.j.c.spreij/winterschool/winterschool.html
Geplaatst door Peter Spreij