Events - Page 3

Professor Carlo Sala at ESADE, Sant Cugat, Spain, holds a series of three lectures on The information content of option prices and its use in finance. 

You are cordially invited to an afternoon of three seminar talks on recent topics in stochastic analysis in high dimensions. The talks take place at the Wolfgang Pauli Institute in Vienna, Austria (https://www.wpi.ac.at).

The purpose of the conference is to bring together leading researchers and students in stochastic analysis and applications, to discuss new results and research challenges, with emphasis on stochastic analysis, stochastic control and  information,  random fields, and applications to risk models in finance,  biology, insurance and physics.

Dr. Asma Khedher from University of Amsterdam will give a lecture with the following title:

Ornstein-Uhlenbeck processes and affine stochastic volatility models in Hilbert spaces

Professor Emanuela Rosazza-Gianin from University of Milano Bicocca will give a lecture with the following title

Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures

Professor Habib Ouerdiane from University of Tunis El Manar, Tunisia, will give a minicourse in three lectures with the following title:

Stochastic and Infinite Dimensional Analysis