Previous, current and planned events of
the Master's program in Financial Mathematics 2009-2010


2009-08-28   Introduction meeting with new students
  
Head of Master educations Associate Professor J. Carlsson
General information about studies at Halmstad University
Full University Professor L.A. Bordag
Introducing the Master's programme of Financial Mathematics, Geometrical Properties of Differential Equations and Differential Equations in Financial Mathematics
Associate Professor E. Järpe
Introducing Stochastic Models in Discrete Time and the Financial Mathematics homepages
Associate Professor J.O. Johansson
Introduction Stochastic Models in Continuous Time
Associate Professor M. Nechaev
Introducing Numerical Methods in Finance and Theory of Pricing in Stochastic Financial Models

2009-11-19 -- 2009-11-20   Meeting with Representatives of Partner Universities
Prof. K. Szajowski
Prof. M. Ehrhardt
Finite-difference schemes for Non-linear Black-Scholes Equations for American Options
M.Sc. Yakovleva
Monitoring Problems in the Education system of Karelia

2009-11-15 -- 2009-11-26   University Professor M. Ehrhardt
Bergische Universität Wuppertal, Germany
Numerical Methods in Application to PDEs in Financial Mathematics

2009-11-19 -- 2009-11-20   Evaluation of the Master's Programme in Financial Mathematics
Prof. L.A. Bordag
Non-linear Models in Financial Mathematics
Ph.D. K.J. Bäckström
On the Classification of Six-dimensinal Nilpotent Algebras
Ph.D. M. Nechaev
Stopping problems in Financial Mathematics
Ph.D. E. Järpe
Monitoring in Financial Mathematics and Other Fields
Ph.D. J.O. Johansson
How Do Jump Detection and Option Pricing Perform in Face of the Financial Crisis

2010-01-17 -- 2010-01-23   University Professor L. Chaumont
Université d'Angers, France
Introduction to Theory of Lévy Processes

2010-02-15 -- 2010-03-05   University Professor S. Pickenhain
Brandenburg University of Technology, Germany
Portfolio Optimization

2010-02-20 -- 2010-02-27   University Professor L. Vostrikova
Université d'Angers, France

2010-02-28 -- 2010-03-09   University Professor A.N. Shiryaev
Steklov Institute, Moscow, Russia