The Spring School will take place in Bologna (Italy) at the Department of Mathematics, on May 17-18, 2007, under the patronage of the University of Bologna.
The aim of the Spring School is to provide self-contained lectures on current research topics in mathematical finance.
The invited speakers of the school
Rama Cont (Columbia University)
Fabio Mercurio (Banca IMI)
will lecture on the following topics:
R. Cont: "Calibration Methods for Derivative Pricing Models"
F. Mercurio: "Interest Rate Modelling"
Lectures notes of the courses will also be available and there will be ample time for discussion.
Audience
The Spring School is intended to be addressed to a wide audience and is designed for academics and researchers as well as pratictioners and business people. The aim is to lead the participants to the forefront of research providing short, intensive and up-to-date courses.
http://www.dm.unibo.it/ssf/2007/
