Center for Mathematical Economics

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» Published on 4. Mai 2023

IMW at a workshop in Hannover

The IMW is represented by Annika Kemper, Max Nendel, Frank Riedel, Alessandro Sgarabottolo, Jan Streicher and Shihao Zhu at the workshop on Risk Measures and Uncertainty in Insura...

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Category Forschung

Tags: workshop

» Published on 2. Mai 2023

Alessandro Sgarabottolo gives a online talk in Paris

On Tuesday, May 2nd, Alessandro Sgarabottolo gives an online talk on "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" at the "P...

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Category Forschung

Tags: talk

» Published on 28. April 2023

Jodi Dianetti gives a talk in Roscoff

On Thursday, April 27, Jodi Dianetti gave a talk at the conference "40 years of reflected Brownian motion and related topics" in Roscoff, France. The title of his presentation wa...

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Category Forschung

Tags: talk

» Published on 25. April 2023

Annika Kemper presents her research in Odense

On April 27 Annika Kemper gives a talk in the Finance Research Seminar at the University of Southern Denmark. The title of her presentation is "A Principal-Agent Framework for O...

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Category Forschung

Tags: talk

» Published on 20. April 2023

IMW at QFW in Italy

Max Nendel and Alessandro Sgarabottolo participate in the Quantitative Finance Workshop (QFW) 2023 in Gaeta, Italy. Max Nendel's talk is entitled "An axiomatic approach to defau...

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Category Forschung

Tags: workshop

» Published on 11. April 2023

Successful Joint Conference of IMW, CRC 1283 and University of Johannesburg

The IMW organized a successful conference on "Risk and Uncertainty in Finance and Economics" in Johannesburg, jointly with the CRC 1283 and the University of Johannesburg. In add...

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Category Forschung

Tags: conference

» Published on 3. April 2023

New paper by Manuel Förster

The paper „Strategic transmission of imperfect information: why revealing evidence (without proof) is difficult” by Manuel Förster has been accepted for publication by the Intern...

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Category Forschung

Tags: publication

» Published on 1. April 2023

New article by Anna Zaharieva

The article "Expectation formation and learning in the labour market with on-the-job search and Nash bargaining" by Anna Zaharieva and Erdenebulgan Damdinsuren has been accepted ...

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Category Forschung

Tags: publication

» Published on 29. März 2023

Call of Abstracts: Summer School "Risk and Uncertainty in Economics, Insurance and Finance"

Bielefeld University, the CRC 1283 and the Center for Mathematical Economics organize the Summer School "Risk and Uncertainty in Economics, Insurance and Finance" which takes plac...

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Category Forschung

» Published on 27. März 2023

Frank Riedel gives an online talk at SIPTA

Frank Riedel gives a talk on "Knightian Uncertainty in Finance and Economics" at the Society for Imprecise Probabilities: Theory and Applications on March 30 at 3 pm. More info...

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Category Forschung

Tags: online talk

» Published on 23. März 2023

New working paper by Annika Kemper and Maren Schmeck

The new working paper "Pricing of Electricity Swaps with Geometric Averaging" by Annika Kemper and Maren Schmeck is now available on ArXiv .

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Category Forschung

Tags: paper working

» Published on 10. März 2023

Call of Abstracts: 11th General AMaMef Conference

Bielefeld University, the CRC 1283 and the Center for Mathematical Economics organize 11th General AMaMeF Conference which takes place on June 26 - 30, 2023. Abstracts can be ...

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Category Forschung

Tags: conference workshop

» Published on 9. März 2023

New article by Felix Dammann and Giorgio Ferrari

The paper "Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return" by Felix Dammann and Giorgio Ferrari has been accepted for publication on ...

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Category Forschung

Tags: publication

» Published on 8. März 2023

Frank Riedel visits Oslo University

Frank Riedel is visiting the Mathematics Department of Oslo University from Monday March 13 to Friday March 17. He will give two talks in the STAR Seminar Series. On Wednesday, Mar...

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Category Forschung

Tags: talk visit

» Published on 7. März 2023

Participation and talks of IMW members at GPSD 2023

Jodi Dianetti, Felix Dammann, Max Nendel, Alessandro Sgarabottolo and Shihao Zhu participate at the GPSD (German Probability and Statistics Days) from March 7 - March 10 at the Uni...

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Category Forschung

Tags: workshop

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