Youri Kabanov
Département de Mathématiques, Université de Franche-Comté - France
Talk: HDJ equations in the theory of financial markets with transaction costs

Ernst Eberlein
Department of Mathematical Stochastics, University of Freiburg - Germany
Talk: Lévy term structure models: no-arbitrage and completeness

Bent Jesper Christensen
Department of Management, University of Aarhus - Denmark
Talk: Dynamic Programming, Multivariate GARCH Models, and Futures Hedging

Wolfgang Runggaldier
Dipartimento di Matematica Pura ed Applicata, Università degli Studi di Padova - Italy
Talk: Computing efficient hedging strategies in discountinuous market models

Dmitry Kramkov
Carnegie Mellon University - USA
Talk: Risk-tolerance wealth processes and sensitivity analysis of utility based prices

Monique Jeanblanc
Département de Mathématiques, Université d'Evry Val d'Essonne - France
Talk: Hedging defaultable claims: mean variance hedging and indifference prices

Xun-Yu Zhou
Department of Systems Engineering and Engineering Management, Faculty of Engineering, Chinese University of Hong Kong - China
Talk: Continuous-time Markowitz's problems in an incomplete market, with constrained portfolios

Nizar Touzi
CREST, Laboratoire de Finance et Assurance - France
Talk: Hedging under portfolio constraints by face-lifting and optimal stopping

Claudia Klüppelberg
Zentrum Mathematik, Lehrstuhl für Mathematische Statistik, Technische Universität München - Germany
Talk: On certain properties of stochastic volatility models

Yoshio Miyahara
Nagoya City University - Japan
Talk: [GLP & MEMM] Pricing Model and its Calibration

Michael Søerensen
Department of Applied Mathematics and Statistics, University of Copenhagen - Denmark
Talk: A flexible class of stochastic volatility models of the diffusion type

Walter Schachermayer
Financial and Actuarial Mathematics, Vienna University of Technology - Austria
Talk: On Utility Based Pricing of Contingent Claims in Incomplete Markets

Marek Musiela
BNP Paribas Bank
Talk: Practical and Mathematical Issues with Volatility Modelling