from August 22, 2011 to September 3, 2011 (Europe/Ljubljana)
Europe/Ljubljana timezone
Summer School timetable and abstracts of courses

A timetable of the Summer School can be downloaded here (published on August 20, 2011). Minor changes in the timetable are still possible.

The Summer School and Workshop Book of Abstracts is available now. You can download it here, but every participant will get one at the registration desk.

Short abstracts of courses

Click on author's name to see his personal webpage and on the lecture's title to see the abstract.

Nicholas Hugh Bingham (Imperial College London, UK)
Introduction to Lévy processes

David Hobson (University of Warwick, UK)
The Skorokhod embedding problem and model independent hedging strategies for derivatives

Alexander Lipton (Bank of America Merrill Lynch / Imperial College London, UK)
Stochastic volatility models and option pricing

Dilip B. Madan (University of Maryland, USA)
Financial modelling with jumps

Martijn R. Pistorius (Imperial College London, UK)
Stochastic volatility models with jumps

Christoph Schwab (ETH Zurich, Switzerland)
Introduction to PDE option pricing beyond Lévy

Albert N. Shiryaev (Steklov Mathematical Institute, Russia)
Introduction to optimal stopping

Mikhail Urusov (University of Ulm, Germany)
Stochastic differential equations

Egon Zakrajšek (Federal Reserve Board, Washington, USA)
Applied financial econometrics*
Unfortunately Mr. Zakrajšek will not be able to come.