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Heath Lectures In Probability and Mathematical Finance

May 10-14, 2010

Anatolii Puhalskii, University of Colorado, Denver, presents a course of lectures, Compactness methods in large deviations, May 10-14, 2010. Time: 2:00-4:30. Room: BH 235B.

May 11-16, 2009

Professor Josef Teichmann, Vienna University of Technology, presents a course of lectures, Introduction to Malliavin Calculus and its Applications, May 11-16, 2009, daily 2:00-5:00, Porter Hall Room 226B.

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May 29-June 07, 2008

Goran Peskir, University of Manchester
Optimal Stopping

Dmitry Kramkov, Carnegie Mellon University
Arbitrage-free Pricing, Optimal Investment and Utility Based Valuation


May 15-19, 2006

Risk Measurement and Management

Freddy Delbaen, Department of Mathematics, ETH - Zurich
Alexander Schied, Department of Mathematics, Technical University of Berlin

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