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Center for Mathematical Economics

Center for Mathematical Economics

New article by Frank Riedel

Veröffentlicht am 4. Dezember 2023
The article Optimal Consumption for Recursive Preferences with Local Substitution – the Case of Certainty of Frank Riedel has been published in the Journal of Mathematical Economics and can be accessed here.
Gesendet von FFuchs in Allgemein

Annika Kemper gives lecture in seminar

Veröffentlicht am 21. November 2023
On Tuesday, November 21, 2023, Annika Kemper gives a lecture in the advanced seminar 'Angewandte Stochastik / Mathematische Physik' at the FernUniversität in Hagen. The title of her presentation is: "A Principal-Agent Framework for Optimal Incentives in Renewable Investments".
Gesendet von FFuchs in Allgemein

Frank Riedel in Amsterdam

Veröffentlicht am 17. November 2023
Today, November 17, 2023, Frank Riedel gives a talk at the ASMF research seminar at the Amsterdam School of Economics titled "Sharing Model Uncertainty".
Gesendet von FFuchs in Allgemein
Tags: talk

Unikino: A Beautiful Mind

Veröffentlicht am 10. November 2023
On Monday, November 13 at 7 p.m. in lecture hall 7, the Unikino will be showing the film "A Beautiful Mind" about the mathematician and game theorist John Nash. Moritz Kassmann, Dean of the Faculty of Mathematics, and Frank Riedel, Director of the Institute for Mathematical Economics, will give a brief introduction on the significance of game theory for the development of economics in the 20th century.
Gesendet von FFuchs in Allgemein

Homecoming-Seminar

Veröffentlicht am 20. Oktober 2023
Today, on the 20. October 2023, the Homecoming-Seminar took place, in which former IMW students talk about their career entry and personal experiences in the industry sector. The IMW welcomed Nathalie Evers from Dr. Oetker and Rouven Michels from the Department of Statistics, who shared their experiences around the topic career entries and everyday professional life. The seminar started at 14:15 in the seminar room V10-122. Afterwards there was a get-together in V10-151, kindly sponsored by Dr. Oetker.
Gesendet von FFuchs in Allgemein

CUDE Welcome Event

Veröffentlicht am 12. Oktober 2023
The IMW is happy to welcome the first cohort of the CUDE RTG 2865 to Bielefeld. Today, we celebrate the start of the research training group with talks by Angelika Epple, the rector of Bielefeld University, Frank Riedel, the director of the IMW, Herbert Dawid, the chairman of the BiGSEM as well as a scientific talk by Jean-Marc Tallon, our Mercator fellow.
Gesendet von GBauch in Lehre
Tags: cude

Frank Riedel in Oberwolfach

Veröffentlicht am 30. September 2023
Frank Riedel participates in the Oberwolfach Workshop New Challenges in the Interplay between Finance and Insurance. See the website for more information.
Gesendet von GBauch in Forschung
Tags: workshop

Max Nendel visits Princeton University

Veröffentlicht am 25. September 2023
Max Nendel visits the ORFE department of Princeton University from September 25 to October 6. On October 3, he gives a talk in the Financial Mathematics Seminar entitled "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance".
Gesendet von RDoleske in Forschung
Tags: talk

Max Nendel and Alessandro Sgarabottolo in Milano

Veröffentlicht am 22. September 2023
On September 22, Max Nendel and Alessandro Sgarabottolo are giving talks on the AMASES 2023 conference in the special session on Dynamic Decisions under Uncertainty and Imprecision. The titles of their presentations are An optimal transport foundation of dynamic risk measures and Discrete approximation of risk-based pricing under uncertainty respectively.
Gesendet von GBauch in Forschung
Tags: talk

Walter Trockel gives a seminar talk in York

Veröffentlicht am 21. September 2023
On September 21, Walter Trockel is giving a seminar talk, entitled "Nash smoothing on the test bench: Hα-essential equilibria ", at the University of York.
Further information can be found here.
Gesendet von GBauch in Forschung
Tags: talk

Max Nendel in Padua

Veröffentlicht am 15. September 2023
On September 15, Max Nendel is gives a seminar talk at the Seminar in Probability and Finance, entitled "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" in Padua.
Gesendet von GBauch in Forschung
Tags: talk

New article by Max Nendel and Jan Streicher

Veröffentlicht am 12. September 2023
The article "An axiomatic approach to default risk and model uncertainty in rating systems" of Max Nendel and Jan Streicher has been accepted for publication in the Journal of Mathematical Economics.
Gesendet von GBauch in Forschung

Max Nendel in Milano

Veröffentlicht am 12. September 2023
On September 12, Max Nendel is invited speaker and gives a talk at the The Mathematics of Subjective Probability 2023 at Milano-Bicocca, entitled "An optimal transport foundation for a class of dynamically consistent risk measures".
Gesendet von GBauch in Forschung
Tags: talk

Annika Kemper gives a talk in Vienna

Veröffentlicht am 12. September 2023
On September 12, Annika Kemper is giving a talk at the WPI-Workshop: Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets entitled "A Principal-Agent Framework for Optimal Incentives in Renewable Investments". Click here for further information.
Gesendet von GBauch in Forschung
Tags: talk

Ioannis Tzouanas in Delft

Veröffentlicht am 5. September 2023
Ioannis Tzouanas takes part in the 15th European summer school for financial mathematics in Delft and presents a poster.
Gesendet von GBauch in Forschung
Tags: poster

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