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Description: |
There will be five courses covering some basic theoretical aspects of financial mathematics as well as some applications arising from business problems: Introduction to stochastic differential equations; Arbitrage theory in continuous time; Extremes and risk management; Risk management; Introduction to statistical inference on diffusion processes.
Speaker(s): Tomas Björk (Stockholm School of Economics - Sweden); Carlos Braumann (Univ. ??vora - Portugal); João Duque (ISEG, Tech. Univ. Lisbon - Portugal) Ivette Gomes (FCUL, Univ. Lisbon - Portugal); João Nicolau (ISEG, Tech. Univ. Lisbon - Portugal)
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Place: |
CIM, Coimbra |
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URL: |
http://www.iseg.utl.pt/~stochfin2004
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Start Date: |
2004-09-20 |
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End Date: |
2004-09-24 |
| Research Groups: |
-Probability and Statistics
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See more: |
<Main>
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