Program and abstracts are now online:


Conference Venue:

The summer school and all talks will take place at:

  • Room 220
  • Fakultät für Mathematik und Wirtschaftswissenschaften
    (Faculty of Mathematics and Economics) 
  • Helmholtzstraße 18, 89069 Ulm

Courses by Invited Speakers:

Alexander Gushchin:Duality methods in robust utility maximization (slides)
Michael Kalkbrener:Understanding the behaviour of credit correlations under stress (slides)
Rüdiger Kiesel:Introduction to energy markets (slides1, slides2, slides3)
Alexander Kulikov:One-dimensional and multi-dimensional coherent risk measures: examples, properties and applications to different problems in mathematical finance (slides1, slides2)
Aleksandar Mijatovic:First passage in stochastic volatility models with jumps: applications in financial markets (slides)
Ulrich Rieder:Markov decision processes with applications to finance (slides)
Albert Shiryaev:

Optimal stopping with local time

Probabilistic and algorithmic approaches to the concept of randomness (slides)


Sören ChristensenOn optimal stopping of autoregressive sequences (slides)
Yaroslav LyulkoStochastic representations of max-type functionals from random walk (slides)