Second Announcement and Call for Papers !

STOCHASTIC FINANCE 2004

AUTUMN SCHOOL & INTERNATIONAL CONFERENCE

Coimbra, 20-24 September & Lisbon, 26-30 September, Portugal

CIM, Centro Internacional de Matemática & ISEG –UTL, Instituto Superior de Economia e Gestão da Universidade Técnica de Lisboa

NEWS! Registration open now!www.iseg.utl.pt/~stochfin2004

Deadlines; Fees; Proceedings; Accomodation …

· Autumn School

· International Conference

· Scientific Committee

· Sponsors

· Academic Sponsors

· Organizing Committee

· Other information

SPONSORS

Banco de Portugal

SUPPORTERS

APS, Associação Portuguesa de Seguradores

Companhia de Seguros Império-Bonança

Other Supporters

Grupo Sumol

… (confirmed)

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AUTUMN SCHOOL

Five courses on basic theoretical aspects of financial mathematics and applications arising from business problems

C1. Introduction to Stochastic Differential Equations - Carlos Braumann (Univ. Évora)

C2. Arbitrage Theory in Continuous Time - Tomas Bjork (Stockholm School of Economics)

C3. Extremes and Risk Management Ivette Gomes (FCUL, Univ. Lisbon, Portugal)

C4. Risk Management João Duque (ISEG, Techn. Univ. Lisbon)

C5. Intr. to Statistical Inference on Diffusion Processes J. Nicolau (ISEG, Techn. Univ. Lisbon)

20-24 September --- Observatório Astronómico da Universidade de Coimbra

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INTERNATIONAL CONFERENCE

Plenary lectures, invited lectures, contributed talks and posters

Conference Thematic Sections

1. Math. Finance-Stochastic Models  2. Derivative Pricing  3. Interest Rate Term Struct. Modeling 4. Portfolio Management

5. Integrated Risk Management   6. Mathematical Economics 7. Finance 8. Quant. And Computational Models and Methods

Plenary Speakers Albert Shiryaev Steklov Math. Inst, Russia Ait-Sahalia Princeton University, USA Barndorff-Nielsen Univ. of Aarhus, Denmark Hans Foellmer Humboldt Universitat zu Berlin Tomas Bjork Stockholm School of Economics, Sweden Paul Embrechts ETH-Zentrum, Zurich, Switzerland Yoannis Karatzas Columbia University, New York, USA N. El Karoui École Polytechnique, Palaiseau, France Eckhard Platen Univ of Technology, Sydney, Australia Stanley Pliska Department of Finance, Chicago, USA Marek Rutkowski Warsaw Univ of Technology, Poland

Invited Speakers Youri Kabanov Université de Franche-Comté – France Ernst Eberlein University of Freiburg - Germany Bent Jesper Christensen University of Aarhus - Denmark Wolfgang Runggaldier Università degli Studi di Padova - Italy Dmitry Kramkov Carnegie Mellon University - USA Monique Jeanblanc Université d'Evry Val d'Essonne - France Xun-Yu Zhou Chinese University of Hong Kong - China Nizar Touzi CREST, Laboratoire de Finance et Assurance - France Claudia Klüppelberg Technische Universität München - Germany Yoshio Mayahara Nagoya City University - Japan Michael Søerensen University of Copenhagen - Denmark

26-30 September

Instituto Superior de Economia e Gestão - Universidade Técnica de Lisboa

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Scientific Committee

Albert N.Shiryaev (Chairman)

Ole E. Barndorff-Nielsen

Ernst Eberlein

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Contact the organizers at stochfin2004@iseg.utl.pt

Subscribe to the conference mailing list at http://dolly2.mat.uc.pt/cgi-bin/mojo/mojo.cgi

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Academic Sponsors

CIM - Centro Internacional de Matemática

ISEG - Instituto Superior de Economia e Gestão

CMUC -  Centro de Matemática da Universidade de Coimbra

FCT-UNL - Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa

CEMAPRE - Centro de Matemática Aplicada à Previsão e Decisão Económica

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Organizing Committee

Maria do Rosário Grossinho (Chair, ISEG, Univ. Tecn. Lisboa)

João Nicolau (ISEG, Univ. Tecn. Lisboa)

Manuel L. Esquível (FCT, Univ. Nova de Lisboa)

Paulo Brito (ISEG, Univ. Tecn. Lisboa)

Paulo Eduardo Oliveira (FCT, Univ. de Coimbra)