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Frankfurt MathFinance Colloquium

The Frankfurt MathFinance Colloquium is addressed to faculty and students of Frankfurt's Universities, the community of financial engineers and risk managers in Frankfurt and its neighborhood. You are invited to come as a guest or as a speaker. Please in order to allow some decent planning.

Upcoming MathFinance Events
July 09 2009, 18:30 A Stochastic Approach to the Valuation of Barrier Options in Heston's Stochastic Volatility Model
Dr. Susanne Griebsch, University of Technology, Sydney.
Frankfurt School of Finance & Management, Room 21.

Previous MathFinance Events
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Juni 29 - Juli 1, 2009
Frankfurt
Einführung in Monte Carlo-Methoden und C++ im Financial Engineering
Die Stärke des Kurses liegt in seiner Praxisnähe und der individuellen Betreuung dank kleiner Teilnehmerzahl. Der Kurs findet seit 5 Jahren regelmäßig einmal pro Jahr statt.
MathFinance Frankfurt Office
June 24 2009, 17:00 Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: explaining the sign of the market risk premium.
Professor Dr. Rüdiger Kiesel, Institute for Mathematical Finance, Ulm University.
Frankfurt School of Finance & Management, Room TBA.
June 3 2009, 18:30 Explaining the index skew by means of stochastic correlation models
Dr. Matthias Fengler, Sal. Oppenheim
Frankfurt School of Finance & Management, Room TBA.
March 23-24, 2009 9th Frankfurt MathFinance Conference
Frankfurt School of Finance & Management - Commerzbank Head Office
March 19 2009, 18:30 Numerical Methods for Nonlinear Black-Scholes Equations
Pascal Heider , University of Cologne
Frankfurt School of Finance & Management, Room 21
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Please refer to the following webpages for more information of various quant-events in Frankfurt and nearby
  1. Conferences or training courses produced by MathFinance AG
  2. Quant Events at Frankfurt School of Finance & Management
  3. Frankfurt MathFinance Institute (Goethe-Universität)
  4. Rhein-Main Kolloquium Stochastik jointly organized by J.W. Goethe-Universität Frankfurt and Johannes Gutenberg-Universität Mainz
  5. Center for Financial Studies an der Goethe-Universität Frankfurt
  6. Finance Seminar Series at the Department of Finance at Goethe-Universität Frankfurt






























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