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September 20 - 24, 2010, Ulm University

Coordinator: Mikhail Urusov

This summer school is aimed at graduate and PhD students as well as at young researchers who are interested in modern methods in stochastic finance. Topics include stochastic optimization (optimal stopping and optimal stochastic control), energy markets, measuring and managing risk, and stochastic volatility models with jumps.

The summer school is organized by The Institute of Mathematical Finance, Ulm University, in cooperation with Lomonosov Moscow State University  under the financial support of The Faculty of Mathematics and Economics and  The International Office of Ulm University. It is the second in the following series of academies

Invited Speakers:
  • Alexander Gushchin (Steklov Mathematical Institute, and Moscow State University, Russia)
  • Michael Kalkbrener (Deutsche Bank AG, Frankfurt, Germany)
  • Rüdiger Kiesel (Duisburg-Essen University, Germany)
  • Alexander Kulikov (Moscow Institute of Physics and Technology, and Gazprom Export, Russia)
  • Aleksandar Mijatovic (University of Warwick, UK)
  • Ulrich Rieder (Ulm University, Germany)
  • Albert Shiryaev (Steklov Mathematical Institute, and Moscow State University, Russia)
The announcement is now also available as a poster.