SESSION: TM1 Systems and control in mathematical finance - Part I

CHAIRS:
ORGANIZER:
An introduction to arbitrage pricing
Tomas Björk, Stockholm School of Economics
Stochastic complexity in financial mathematics
László Gerencsér, Hungarian Academy of Sciences, György Michaletzky, Eötvös Lóránd Science University
Expensive Markovianity and time-holes in Black and Scholes
Damiano Brigo, Cariplo Bank SpA, Fabio Mercurio, Cariplo Bank SpA
Statistical inference for financial models
Kacha Dzhaparidze, CWI, Peter Spreij, Vrije Universiteit Amsterdam