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.
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".
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".
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.
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.
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.
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.
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".
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.
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.
Further information can be found here.
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.
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.
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".
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.
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.