| Wojciech Szatzschneider curriculum | ||||||||||||
| México | ||||||||||||
|
||||||||||||
| Date: Tuesday, March 19 |
Session: 47 |
|||||||||||
|
||||||||||||
|
AFIR/ERM |
||||||||||||
|
|
||||||||||||
|
|
||||||||||||
|
||||||||||||
|
|
||||||||||||
|
* * * |
||||||||||||
|
Summary We analize the following problems concerning CIR model: Linear risk premiums,pricing defaultable bonds in a structural approach and asset option pricing with CIR as a short rate. The last two problems are related to price bonds in Longstaff double square root model. |
||||||||||||
|
||||||||||||
| * * * | ||||||||||||
 |
||||||||||||
|
|
||||||||||||
| Date: Tuesday, March 19 |
Session: 25 |
|||||||||||
|
|
||||||||||||
|
AFIR/ERM |
||||||||||||
|
|
||||||||||||
|
|
||||||||||||
|
||||||||||||
|
|
||||||||||||
|
* * * |
||||||||||||
|
Summary This study represents a proposal to create financial markets out of environmental iprovements. We explain why we cosider it plausible, and why I would like to present it in ICA Cancun 2002. |
||||||||||||
|
|
||||||||||||
| * * * | ||||||||||||
|
||||||||||||
| Wojciech Szatzschneider | ||||||||||||
|
|
||||||||||||
| Curriculum | ||||||||||||
| Wojciech Szatzschneider got his Phd. from Polish Academy of Sciences in physical models of Brownian Motion. Actually he is Professor in School of Actuarial Sciences, Anahuac University Mexico City. Few years ago he started to work in Mathematical Finance opening the worldwide first master program in financial mathematics. His contribution to square root models are often quoted. Recently he visited Karlsruhe University,and is invited speaker to the SOA meeting in Colorado Springs. | ||||||||||||
|
|
||||||||||||
| * * * | ||||||||||||
| |
||||||||||||
|
||||||||||||
