Short Course: Duality, BSDEs and Malliavin Calculus in Mathematical Finance

Location:
Speaker(s):

Dmitry Kramkov (Carnegie Mellon University)
Malliavin Calculus (Josef Teichmann, ETH)
BSDEs (Nizar Touzi, Ecole Polytechnique)

Start date:
Monday, July 18, 2011 - 09:00
End date:
Friday, July 22, 2011 - 17:00