[VFN] CfP: Conference on Finance, Stochastics and Insurance, Bonn, 2008 (fwd)

[VFN-L admin * Andreas Schamanek]

---------- Forwarded message ----------
Date: Fri, 20 Jul 2007 08:01:17 +0200 (CEST)
From: kraft at mathematik.uni-kl.de

CALL FOR PAPERS

CONFERENCE ON

FINANCE, STOCHASTICS AND INSURANCE

FEBRUARY 25TH - 29TH 2008
HAUSDORFF RESEARCH INSTITUTE FOR MATHEMATICS (HIM)
UNIVERSITY OF BONN, GERMANY


TOPIC:

The conference will bring together current research in mathematical
finance namely on the development of a new generation of risk measures
(e.g. "coherent risk measures", "theory of no good deals"), on the
arbitrage pricing theory including pricing and hedging of complex
financial derivative and on the risk management of long term insurance
contracts. Related topics are the discussion of reforms of solvency
requirements for financial institutions, the development of asset pricing
theory in incomplete financial markets and new approaches to financial
regulation.

ORGANIZERS:

Holger Kraft (University of Kaiserslautern, Germany), Kristian R.
Miltersen (NHH, Bergen) J. Aase Nielsen (University of Aarhus, Denmark),
Klaus Sandmann (University of Bonn, Germany)


INVITED SPEAKERS:
Fred Espen Benth (University of Oslo, Norway),
Freddy Delbean (ETH, Zürich, Switzerland),
Ralf Korn (University of Kaiserslautern, Germany),
David Lando (Business School Copenhagen, Denmark),
Mogens Steffensen (University of Copenhagen, Denmark),
Rudi Zagst (University of Munich, Germany)


PAPERS:	Authors wishing to present a paper should send two copies of the
paper with a short abstract (to be included in the program) to Klaus
Sandmann

ELECTRONIC SUBMISSION TO:	k.sandmann at uni-bonn.de
Submission of pdf format is required. Accepted papers will be made
available to download from the conference page.

DEADLINE FOR SUBMISSIONS: 	November 1. 2007
				Acceptance: December 1. 2007


-- 
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Dr. Holger Kraft
Assistant Professor for Mathematical Finance
Department of Mathematics
Mathematical Finance Group
University of Kaiserslautern
www.mathematik.uni-kl.de/~kraft
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