Workshop on Interest Rates and Credit Risk

to be held in Chemnitz, 23rd to 25th of November 2011.

One of the most challenging problems in mathematical finance is the modelling of bond markets, be it risk-free or with credit risk. The credit crisis dramatically changed the view on both markets and this workshop aims at bringing together researchers at the forefront of this areas and to give an overview of the state of the art in the fiels. The first day will provide introductory lectures suitable for young researchers in this area.

Confirmed speakers include:

Arunabha Bagchi, Dirk Becherer, Damiano Brigo, Christa Cucchiero, Ernst Eberlein, Damir Filipovic, Rüdiger Frey, Kathrin Glau, Lane Hughston, Jacek Jakubowski, Monique Jeanblanc, Martin Keller-Ressel, Antonis Papapantoleon, Matthias Scherer, Josef Teichmann.

More information soon. Registration is possible from 15th of July.  

This workshop follows the tradition of the two successful workshops

Statistics meets Finance and Insurance 2009. 

Filtering and Incomplete Information in Mathematical Finance 2009.