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Workshop on Advanced Stochastic Methods with Applications to Finance The aim of the workshop is to expose students and young researchers to current developments in the areas of Probability and Stochastic Processes and their applications, especially Finance. The Workshop Program is given below. Click here for a PDF version and here for a full program.   Tomas Bjork Stockholm School of Economics Interest rate models Monday, 2:00 -- 4:00 Room 345, Building 28 Presentation Notes Freddy Delbaen ETH, Zurich Backward stochastic differential equations and time consistent utility functions Monday, 9:00 -- 11:00 Room 345, Building 28 Presentation Saul Jacka Warwick University Trading with transaction costs Tuesday, 2:00 -- 4:00 Room 345, Building 28 Presentation Marek Rutkowski UNSW Valuation and hedging of credit derivatives Monday & Tuesday, 11:30 -- 12:30 Room 345, Building 28 Presentation Notes Albert Shiryaev Moscow State University Financial innovations in stochastic economics Tuesday, 9:00 -- 11:00 Room 345, Building 28 Presentation A Workshop Reception will be held on Monday, 5:00 -- 7:00 at the Monash University Club (Building 50). Accommodation Gateway on Monash are offering a special rate for our meeting. Please mention the Monash University Group for December 2008 when booking. Other Accommodation: Rusden House Mannix College Hotel Bruce County Clayton Monash Motor Inn & Serviced Apartments Location Both meetings will be held at Monash University's Clayton Campus. Click here for a map of the Clayton campus. Click here for a Google map and here for a map of Buildings 25 and 50 (Monash University Club). Contacts For further details please contact Kais Hamza or Fima Klebaner.