The Ludwig Maximilian University of Munich - Workgroup Financial Mathematics' "quantLab" invites practitioners in the areas of quantitative finance, insurance, financial modeling, risk management and derivatives-structuring, to attend a two - part workshop on the topics
STOCHASTIC VOLATILITY
and
MULTI-CURVE MODELS
to be held on 2 - 4 April, 2014 at the LMU Math Institute, Munich, Germany.
The guest presenter for Part 1 of the workshop will be Dr. Jörg Kienitz (Head of Quantitative Analysis at Deutsche PostBank AG).
Part 2 of the workshop will be conducted by Prof. Dr. Christian Fries (Model Development and Methodology at DZ Bank and Professor at LMU Math Institute) and Dr. Alessandro Gnoatto (Researcher at LMU Math Institute).
Participants may chose from three packages: Full Package (Part 1 & 2), Part 1 only or Part 2 only.
The detailed workshop agenda, registration fees, venue instructions and contact information for inquiries, are all found on the following webpage:
http://www.fm.math.lmu.de/stochasticvolatility
The organizers are looking forward to your participation.