Frankfurt MathFinance Workshop
Derivatives and risk management in theory and practice
2nd-4th April 2003
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The workshop is intended for practitioners of the areas of trading, quantitative or derivative research and risk management as well as for academics studying or researching in the field of financial mathematics or finance in general. The talks during the three days of the workshop cover a broad range of current topics and are presented by internationally known academics and practitioners. There will be enough time for questions and discussions after each talk and additional breaks provide you the opportunity to build networks within the quantitative finance community.
brochure
list of speakers
| Dr Jörg Behrens | Ernst & Young, Switzerland | [abstract] | [person] | |
| Dr Stefan Benvegnu | Deutsche Bank | [abstract] | [person] | |
| Dr Nicole Branger | Goethe University | [abstract] | [person] | |
| Prof Pierre Collin-Dufresne | Carnegie Mellon University | [abstract] | [person] | |
| Dr Bernd Engelmann | Bundesbank | [abstract] | [person] | |
| Dr Robert Fiedler | Algorithmics Frankfurt | [abstract] | [person] | |
| Prof Rüdiger Frey | University of Leipzig | [abstract] | [person] | |
| Dr Jürgen Hakala | Commerzbank | [abstract] | [person] | |
| Dr Vicky Henderson | University of Oxford | [abstract] | [person] | |
| Dr David Hobson | University of Bath | [abstract] | [person] | |
| Prof Claudia Klüppelberg | Technical University Munich | [abstract] | [person] | |
| Prof Christoph Kühn | Frankfurt MathFinance Institute | [abstract] | [person] | |
| Dr Jürgen Linde | Dresdner Bank | [abstract] | [person] | |
| Dr Fehmi Özkan | University of Freiburg | [abstract] | [person] | |
| Christoph Reisinger | University of Heidelberg | [abstract] | [person] | |
| Dr Richard Rossmanith | d-fine | [abstract] | [person] | |
| Prof Wolfgang Schmidt | Hochschule für Bankwirtschaft, Frankfurt | [abstract] | [person] | |
| Prof Ronald Smith | Loughborough University | [abstract] | [person] | |
| Dr Mikhail Soloveitchik | d-fine | [abstract] | [person] | |
| Dr Robert Tompkins | Hochschule für Bankwirtschaft, Frankfurt | [abstract] | [person] | |
| Dr Torsten Wegner | d-fine | [abstract] | [person] |
organising committee
- Dr Hans-Peter Deutsch, d-fine
- Prof Götz Kersting, Frankfurt MathFinance Institute
- Tino Kluge, University of Oxford, OCIAM
- Anna Weiglhofer, Frankfurt MathFinance Institute
- Dr Uwe Wystup, Commerzbank
info line
If you have further questions, please do not hesitate to contact us at workshop@institute.mathfinance.de.sponsors
This workshop is sponsored and supported by
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| Commerzbank AG | Deutsche Bank AG | d-fine GmbH |
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MathFinance Institute,
www.mathfinance.de Contact, Last modified: March 2003 |
