Workshop on the Mathematics of
Financial Risk Management
Workshop on the Mathematics of
Financial Risk Management
May 10- 11, 2012
University Park, Pennsylvania
Department of Mathematics
Pennsylvania State University
Optimal portofolio evolution under low risk aversion (Farkas-Huitema)
Price of a minimum option (Cheng-Mazzucato-Nistor)
Sponsors
Department of Mathemtics, Penn State.
Center for Computational and Applied Mathematics, Penn State.
National Science Foundation.
Photos of McAllister Building courtesy of the Pennsylvania State University © (originals images available at: http://www.math.psu.edu/about/mcallister, http://www.campusmaps.psu.edu/buildings/mcallister.shtml.)