Inaugural Lecture: Prof. Coenraad Labuschagne

You are invited to the Inaugural Lecture of Prof. Coenraad Labuschagne from the School of Computational and Applied Mathematics entitled From functional analysis via probability theory to mathematics of finance. Mathematics of finance has its roots in probability theory, which has its roots in functional analysis. The interaction between these three areas of mathematics will be discussed. In particular, attention will be given to the basic problems in mathematics of finance and the tools from probability theory and functional analysis that are used to solve them.