Quant analytics: A 2-Day intensive mini-course on Fourier Methods in Mathematical Finance with emphasis on Commodity Markets

Quant analytics: A 2-Day intensive mini-course on Fourier Methods in Mathematical Finance with emphasis on Commodity Markets held by: Prof. Ernst Eberlein, Frediburg Germany (Day1): General Methods for Levy processes Prof. Fred Benth, CMA center OSLO (Day 2) : Applications to Commodity Markets, especially electricity markets Place:Wolfgang Pauli Institute, Vienna Organizers: Fred Benth, Peter Laurence, …

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