Applied Mathematical Finance

Organizers

Jacek Jakubowski (Warszawa)
Thorsten Schmidt (Chemnitz)

Invited Speakers

Dirk Becherer (Berlin): Regularized sparse optimal portfolios in continuous time
Michał Barski (Leipzig): Monotone CDO term structure models
Rüdiger Kiesel (Duisburg): Model risk for energy markets
Mariusz Niewęgłowski (Warszawa): Local risk minimization for divident streams, BSDE approach