## Sprekers

### Prof. dr. A.C.F. Vorst (VU): The Mathematics Behind Credit Risk Modeling

In this presentation we focus on the pricing of Collateral Default
Obligation Tranches. These financial instruments lost a lot of their
value during the credit crisis of 2007 and 2008. We show the
mathematical model that was used for pricing these instruments and the
reason behind the spectacular drop in prices, that surprised many
investors.

### Prof. dr. C.W. Oosterlee (CWI): On Computational Finance and the Pricing of Financial Derivatives

In this presentation we will give a brief explanation about the
different
financial markets, the products involved, the mathematical models for
stocks and other assets, and the pricing of financial derivatives, like
options.
We will discuss the issue of robustness and efficiency in pricing
financial contracts as part of the Computational Finance research area.
Furthermore, we will discuss the uncertainty in the financial models and
the impact of this on the pricing equations for options.

### Prof. dr. ir. M.H. Vellekoop (UvA): Stochastic Calculus in Finance

We discuss the application of the powerful mathematical theory of
stochastic caluclus to problems that arise in option pricing. Practical
problems often introduce features which require the development of new
mathematical techniques and we will argue that this is the reason that
so many mathematicians are now working in this field. As a particular
exampe we look at the modelling of discontinuities in asset price
processes due to dividend payments and the mathematical theory that is
being developed to deal with this.

Binnenkort volgt er meer informatie over de sprekers!