Mathematical Finance

Organizers

Łukasz Stettner (Warszawa)
Peter Imkeller (Berlin)

Speakers

Stefan Ankirchner (Bonn): Hedging forward positions: Basis risk versus liquidity costs
Jacek Jakubowski (Warszawa): Linear stochastic volatility models
Martin Karliczek (Berlin): Dynamic Assessment Indices
Michael Kupper (Konstanz): Superhedging under model uncertainty