| Thursday 10.10 | GADOLINIA, aud. A, Porthansgatan 3-5 (In the corner of Biskopsgatan) | |
| 12.00 - 12.05 | Opening of the Meeting | |
| 12.05 - 12.50 | Thomas Mikosch: The tales the tails of financial time series tell (I) | |
| 13.00 - 13.45 | Thomas Mikosch: The tales the tails of financial time series tell (II) | |
| 13.45 - 14.15 | Coffee | |
| 14.15 - 14.40 | Teemu Pennanen: Calibrated option bounds | |
| 14.40 - 15.05 | Erik Ekström: Properties of American option prices | |
| 15.05 - 15.30 | Daniel Djupsjöbacka: Risk Control. The Case of a Hedge Fund and an Option Market Making Business | |
| 15.30 - 15.45 | Pause | |
| 15.45 - 16.10 | Johan Tysk: Properties of option prices, stochastic time and convexity of solutions to parabolic equations | |
| 16.10 - 16.35 | Matti Koivu: A stochastic model for assets and liabilities of a Finnish pension company | |
| 16.35 - 17.00 | Harri Nyrhinen: On perpetual payment streams | |
| 17.00 - 17.30 | Matti Ruohonen: Modelling and other challenges in the insurance industry | |
| 18.00 - | Banquet | |
| Friday 11.10 | ASA C, aud. 265, Fänriksgatan 3B (Mathematical Department) | |
| 9.00 - 10.00 | Rune Stenbacka: Switching costs | |
| 10.00 - 10.30 | Coffee | |
| 10.30 - 10.55 | Henrik Hult: Multivariate regular variation for additive processes and portfolio risk management | |
| 10.55 - 11.20 | Celine Jost: On finite-dimensional realizations of arbitrage-free HJM models | |
| 11.20 - 11.45 | Kasimir Kaliva: Modelling of International Share Index | |
| 11.45 - 12.00 | Pause | |
| 12.00 -12.25 | Maciej Klimek: On discrete models of real options | |
| 12.25 -12.50 | Esko Valkeila: FBM in finance - once more | |
| 12.50 - 13.00 | Closing of the Meeting |