Financial Mathematics meets Econometrics

Date: November 30 and December 1, 2009

Location: Universität Bonn, Bonn, Germany
Lipschitz-Saal, Mathematical Institute, Endenicher Allee 60
Funded by the Hausdorff Center for Mathematics and the Bonn Graduate School of Economics

Organizers: Stefan Ankirchner (Universität Bonn), Claudia Klüppelberg (TU München), Christian Pigorsch (Universität Bonn) and Robert Stelzer (TU München)

Abstract:

The workshop brings together experts from the fields of Mathematical Finance and Econometrics. Particular focus will be given on the interaction of the the two fields. Examples include the recent developments in measuring and modelling financial volatility using high frequency data, advanced numerical methods as well as cutting edge reseacrch in the theory of stochastic processes related to finance and econometrics

Keynote Speakers:

Sylvia Frühwirth-Schnatter (Johannes Keple Universität Linz), Perer Imkeller (Humboldt-Universität Berlin), Jean Jacode (Univerisite Paris VI), Claudia Klüppekberg (TU München) and Jan Kallsen (Christian-Albrechts Universität zu Kiel)