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Multivariate Risk Modeling 

Lecture Day

"Advances in Financial Mathematics"

January 19, 2011



This lecture day, organised by Eurandom's MRM research group, discusses recent advances in financial mathematics. It covers both fundamental and applied research. Among other specialists in the field, it features Dilip Madan who held the 2009-2010 Eurandom chair.

Places are limited and registration is compulsory. The lecture day is free of charge.



Wim Schoutens (KU Leuven)
Roger Laeven (UvT)





Last updated 20-01-11,
by PK







09.30 -10.00  Welcome      
10.00 - 10.45 Martijn Pistorius Imperial College London, UK
10.45 - 11.30 Roger Laeven University of Tilburg, NL
11.30 - 12.15 Frederic Vrins  ING    
12.15 -14.00 Lunch      
14.00 -14.45 Wim Schoutens Catholic University Leuven, BE
14.45 -15.30 Umut Can University of Tilburg, NL
15.30 - 16.00 Coffee/tea break      
16.00 - 16.45 Dilip Madan University of Maryland, US

For further detail on titles and abstracts, please click here: PROGRAMME


Practical information

Conference Location
The workshop location is EURANDOM,  Den Dolech 2, 5612 AZ Eindhoven, Laplace Building, 1st floor, LG 1.105.

EURANDOM is located on the campus of Eindhoven University of Technology, in the 'Laplacegebouw' building' (LG on the map). The university is located at 10 minutes walking distance from Eindhoven railway station (take the exit north side and walk towards the tall building on the right with the sign TU/e).

For all information on how to come to Eindhoven, please check http://www.eurandom.tue.nl/contact.htm



For more information please contact Mrs. Patty Koorn,
Workshop officer of  EURANDOM