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Autumn School Programme
(tentative)
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Sept. 20 |
Sept. 21 |
Sept. 22 |
Sept. 23 |
Sept. 24 |
| 9:00 - 9:30 |
Registration |
C4 |
C2 |
C2 |
C2 |
| 9:30 - 10:00 |
Opening Session |
C4 |
C2 |
C2 |
C2 |
| 10:00 - 10:30 |
C1 |
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C2 |
C2 |
C2 |
| 10:30 - 11:00 |
C1 |
C4 |
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| 11:00 - 11:30 |
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C4 |
C2 |
C2 |
C2 |
| 11:30 - 12:00 |
C1 |
C3 |
C2 |
C2 |
C2 |
| 12:00 - 12:30 |
C1 |
C3 |
C2 |
C2 |
C2 |
| 12:30 - 13:00 |
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| 13:00 - 13:30 |
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| 13:30 - 14:00 |
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| 14:00 - 14:30 |
C1 |
C3 |
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C5 |
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| 14:30 - 15:00 |
C1 |
C3 |
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C5 |
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| 15:00 - 15:30 |
C1 |
C3 |
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C5 |
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| 15:30 - 16:00 |
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| 16:00 - 16:30 |
C1 |
C3 |
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C5 |
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| 16:30 - 17:00 |
C1 |
C3 |
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C5 |
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| 17:00 - 17:30 |
C1 |
C3 |
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C5 |
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| 17:30 - 18:00 |
C1 |
C3 |
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C5 |
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Courses:
C1. Introduction to stochastic differential equations
C2. Arbitrage theory in continuous time
C3. Extremes and risk management
C4. Risk management
C5. Introduction to statistical inference on diffusion processes
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