Center for Mathematical Economics - Kategorie Allgemein
Felix Dammann successfully defends his doctoral thesis
Veröffentlicht am 19. April 2024
Today, April 19, 2024, Felix Dammann successfully defended his thesis titled Three Contributions on Irreversibilities in Economics and Finance.
Congratulations!
Congratulations!
IMW at QFW2024
Veröffentlicht am 11. April 2024
From today, April 11, 2024 until April 13, 2024, a part of the IMW participates in the XXV Workshop on QUANTITATIVE FINANCE in Bologna. Felix Dammann, Jodi Dianetti, Giorgio Ferrari, Fabian Fuchs, Max Nendel, and Ioannis Tzouanas take part in the conference and present their work.
New article by Gerrit Bauch and Frank Riedel
Veröffentlicht am 27. März 2024
The article "The Texas Shoot-Out under Knightian Uncertainty" by Gerrit Bauch and Frank Riedel has been accepted for publication in Games and Economic Behavior.
New article by Anna Zaharieva
Veröffentlicht am 22. März 2024
The paper "Parental networks, wage expectations, and the intergenerational educational mobility" by Anna Zaharieva has been published in the Journal of Economic Behavior & Organization and can be accessed here.
Dominik Karos obtains funding
Veröffentlicht am 13. März 2024
Dominik Karos has obtained funding by the DFG for his project “Biform Bargaining Games with Incomplete Information”.
Announcement of Workshop 'Risk measures and uncertainty in insurance'
Veröffentlicht am 13. März 2024
We are happy to announce the workshop 'Risk measures and uncertainty in insurance'. The program, the abstracts and further information can be found here.
Jodi Dianetti in Rome
Veröffentlicht am 7. März 2024
Today, March 7, 2024, Jodi Dianetti gives a talk titled Optimal consumption and investment under relative performance criteria with Epstein-Zin utility at the Economics Department of Roma Tor Vergata.
Jodi Dianetti in Rome
Veröffentlicht am 6. März 2024
Today, March 6, 2024, Jodi Dianetti gives a talk titled Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDEs at the Mathematics Department of Roma Tor Vergata. Here the link to the seminar.
Dominik Karos in Durham
Veröffentlicht am 14. Februar 2024
Today, February 14, 2024, Dominik Karos gives a talk titled Strategic News Selection at Durham University Business School.
Max Nendel and Alessandro Sgarabottolo in Singapore
Veröffentlicht am 12. Februar 2024
Max Nendel visits Nanyang Technological University's Division of Mathematical Sciences from the February 9 to 19, 2024. Alessandro Sgarabottolo stays for a longer research visit.
Gerrit Bauch successfully defends his doctoral thesis
Veröffentlicht am 8. Februar 2024
Today, February 8, 2024, Gerrit Bauch successfully defended his thesis titled From words of approach to words of departure: Essays on noisy communication and partnership dissolution under uncertainty.
Congratulations!
Congratulations!
Giorgio Ferrari in Milan
Veröffentlicht am 7. Februar 2024
Today, February 7, 2024, Giorgio Ferrari is giving a talk titled Stational Mean-field Games with Singular Controls in the De Finetti Risk Seminar at the Department of Mathematics of the University of Milano Statale, which he is visiting from February 5 to 7, 2024.
New article by Giorgio Ferrari
Veröffentlicht am 7. Februar 2024
The article Optimal Production Management when there is Regime Switching and Production Constraints by Abel Cadenillas, Giorgio Ferrari and Patrick Schuhmann has been accepted for publication in Annals of Operations Research.
Max Nendel in Dublin
Veröffentlicht am 11. Dezember 2023
Today, December, 11 2023, Max Nendel gives a talk titled Convex Risk Measures Based on Optimal Transport as an invited speaker in the workshop Model Risk in Finance: Bridging Theory to Applications at the University College Dublin.
18th BiGSEM Doctoral Workshop
Veröffentlicht am 8. Dezember 2023
The 18th BiGSEM Doctoral Workshop with sessions on different topics, a poster session and many discussions recently concluded. IMW members were part of the orga team and have presented their research posters. We thank the BiGSEM workshop orga team for its excellent organization!
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