Monday,
June 1, 2009 in Haldasalen |

9.00 |
**Maria Boguta**
A new space-time model for interacting agents in the financial market
Supervisor: E. JÄRPE
External referee: V. ROUBTSOV |

9.30 |
**Agnieszka Pszczola and Grzegorz Walachowski**
Testing for jumps in face of the financial crisis. Application of Barndorff-Nielsen - Shephard test and the Kou model
Supervisor: J.O. JOHANSSON
External referee: V. ROUBTSOV |

10.30 |
*Coffee break* |

10.45 |
**Olessia Vasilieva**
A new method of pricing multi-options by using Mellin transforms and integral equations
Supervisor: M. EHRHARDT
External referee: V. ROUBTSOV |

11.15 |
**Marcin Krzysztofik**
Application of data envelopment analysis in credit scoring
Supervisor: E. JÄRPE
External referee: D. SEVCOVIC |

11.45 |
**Anna Mikaelyan**
Analytical study of the Schonbucher-Wilmott model of the feedback effect in illiquid markets
Supervisor: L.A. BORDAG
External referee: V. ROUBTSOV |

12.15 |
*Lunch* |

13.30 |
**Natalia Poreba and Patrycja Przytula**
The impact of estimation errors on the option pricing. An application of the normal inverse Gaussian model of the Nordic market
Supervisor: J.O. JOHANSSON
External referee: D. SEVCOVIC |

14.30 |
**Irena Zajac**
Modeling of financial data time-series using the Cusum method
Supervisor: E. JÄRPE
External referee: V. ROUBTSOV |

15.00 |
*Coffee break* |

15.15 |
**Anton Mezentsev and Anton Pomelninkov**
Valuation of instalment options
Supervisor: M. EHRHARDT
External referee: D. SEVCOVIC |

16.15 |
End of day 1 |