SESSION: TE1 Systems and control in mathematical finance - Part II

CHAIRS:
ORGANIZER:
Term structure of interest rates: a system theoretic approach
Tomas Björk, Stockholm School of Economics, Andrea Gombani, LADSEB-CNR
Application of projection filtering ideas in mathematical finance
Bernarh Hanzon, The Free University Amsterdam
Bond pricing in a regime-switching short rate model
Camilla Landén, Royal Institute of Technology
A stochastic filtering approach to hedging when the volatility is stochastic
Wolfgang Runggaldier, Università di Padova