26-27 August 2011
Faculty of Mathematics and Physics of University of Ljubljana
Europe/Ljubljana timezone
Aims and scope

The aim of the workshop is to stimulate academic discussion among the participants.

The schedule of the workshop and the friendly environment of the Department of Mathematics in Ljubljana will provide ample opportunity for informal interaction.

Young researchers are particularly encouraged to participate.

There are limited funds to cover the travel costs of Ph.D. students and young researchers presenting their work at the Workshop. The deadline for the submission of applications for financial support is June 6, 2011.

Topics covered in the workshop
  • Stochastic volatility models
  • Computational finance
  • Robust pricing of derivatives
  • Optimal stopping
  • Change point detection
  • Financial time series