ИСТИНА

• Даты проведения: 2010
• Место проведения: Ulm, Germany, Germany
• Описание конференции:

  September 20 - 24, 2010, Ulm University Coordinator: Mikhail Urusov This summer school is aimed at graduate and PhD students as well as at young researchers who are interested in modern methods in stochastic finance. Topics include stochastic optimization (optimal stopping and optimal stochastic control), energy markets, measuring and managing risk, and stochastic volatility models with jumps. The summer school is organized by The Institute of Mathematical Finance, Ulm University, in cooperation with Lomonosov Moscow State University under the financial support of The Faculty of Mathematics and Economics and The International Office of Ulm University. It is the second in the following series of academies 2009: Stochastic geometry, spatial statistics and random fields 2010: Stochastic finance 2011: Stochastic Analysis, Modelling and Simulation of Complex Structures Invited Speakers: Alexander Gushchin (Steklov Mathematical Institute, and Moscow State University, Russia) Michael Kalkbrener (Deutsche Bank AG, Frankfurt, Germany) Rüdiger Kiesel (Duisburg-Essen University, Germany) Alexander Kulikov (Moscow Institute of Physics and Technology, and Gazprom Export, Russia) Aleksandar Mijatovic (University of Warwick, UK) Ulrich Rieder (Ulm University, Germany) Albert Shiryaev (Steklov Mathematical Institute, and Moscow State University, Russia)

• Добавил в систему: Гущин Александр Александрович

Доклады:

• 2010 Duality methods in robust utility maximization
• Автор: Гущин А.А.