Second announcement - the workshop:

Innovations in Mathematical Finance

will be held at Hotel Alexandra in Loen, Norway, in the period 25 June (arrival day) – 1 July (departure day), 2007 .

The workshop is sponsored by

• the ESF program Advanced Mathematical Methods in Finance (AMaMeF), see: http://www.iac.rm.cnr.it/amamef/ , and
• the Center of Mathematics for Applications (CMA), University of Oslo, Norway, see http://www.cma.uio.no/

Scientific Summary

The intention of the workshop is to focus on new and untraditional mathematical ideas and methods within the mathematical finance research. Subjects that may be discussed include (but are not limited to)

1. non-semimartingale models (including fractional Brownian motion)
2. nonstandard stochastic analysis and hyper-finance
3. new models for risk measures and related topics
4. information and its relation to performance in stochastic control and related topics
5. asymmetric information and equilibrium
6. insider trading models
7. partial information models
8. Malliavin calculus in mathematical finance
9. anticipative calculus in financial modeling
10. white noise analysis in mathematical finance

Innovative topics within mathematical finance have already appeared in recent events and conferences, some of which organized within the AMaMeF program. This workshop aims at giving a broader platform for the presentation and discussion of these and other new issues and approaches.

Main speakers (confirmed):

Nicole El Karoui (Ecole Polytecnique, Palaiseau, France)
Philipp Protter (Cornell University, USA)

Speakers and contributors (up to June 8)

Participants (up to June 8)

Schedule

A preliminary schedule is here (as of June 8)

Meeting Venue

The workshop will be held at the beautiful Hotel Alexandra, located at the village Loen, situated at the bottom of the scenic fjord of Nordfjord in the county of Sogn og Fjordane, at the west coast of Norway. The address and web site of the hotel is:

Hotel Alexandra
N-6789 Loen, Norway
http://www.alexandra.no

Here you can read how to reach Loen and Hotel Alexandra. For further details: Follow this link.

For those arriving at Sandane airport on Monday 25th June, some help will be given with transport to the hotel (please communicate your arrival time).

Accommodation

Information on accommodation

Registration

Please register online by going to this page.

Please note that submission of contributed talks has to be filed within March 31st, 2007.

For more information...:

...please contact one of the organizers:

Giulia DI NUNNO
CMA, Department of Mathematics
University of Oslo , Box 1053 Blindern,
N-0316 Oslo, Norway

Email: giulian 'at' cma.uio.no

Bernt ØKSENDAL
CMA, Department of Mathematics
University of Oslo , Box 1053 Blindern,
N-0316 Oslo, Norway

Email: oksendal 'at' cma.uio.no

Yeliz YOLCU OKUR (conference secretary)
CMA, Department of Mathematics
University of Oslo , Box 1053 Blindern,
N-0316 Oslo, Norway

Email: yeliz.yolcu 'at' cma.uio.no