Center for Mathematical Economics
IMW members at workshop in Berlin
Veröffentlicht am 31. August 2022
From August 29 to 31, the IMW is represented at the workshop Mathematics and Financial Economics - Many Player Games And Applications - at the Humboldt University of Berlin. In addition to financial support from IMW and SFB 1283, Frank Riedel participated as a member of the organizing team. Scientific presentations will be given by Jodi Dianetti, Anna Hager, Giorgio Ferrari and Max Nendel.
More information here
Official description:
This workshop brings together leading experts from mathematics, economics, operations research and engineering departments to discuss recent developments in the theory of many player games and their applications to finance and engineering. The workshop follows up on series of similar events in a recent ZiF Research Group held at Bielefeld University (ZiF - Robust Finance) where the impact of uncertainty and ambiguity for optimal economic decision making were explored.
The workshop was held on August 29 - August 31, 2022 at the Humboldt University Berlin. It is sponsored by Springer publisher, the Collaborative Research Center CRC 1283 at Bielefeld University, the Berlin-Oxford International Research Training Group IRTG 2544, and the Transregio Collaborative Research Center TRCRC 190 at Humboldt University and LMU Munich. The workshop is jointly organized by the Humboldt University at Berlin and the Center for Mathematical Economics at Bielefeld University.
More information here
Official description:
This workshop brings together leading experts from mathematics, economics, operations research and engineering departments to discuss recent developments in the theory of many player games and their applications to finance and engineering. The workshop follows up on series of similar events in a recent ZiF Research Group held at Bielefeld University (ZiF - Robust Finance) where the impact of uncertainty and ambiguity for optimal economic decision making were explored.
The workshop was held on August 29 - August 31, 2022 at the Humboldt University Berlin. It is sponsored by Springer publisher, the Collaborative Research Center CRC 1283 at Bielefeld University, the Berlin-Oxford International Research Training Group IRTG 2544, and the Transregio Collaborative Research Center TRCRC 190 at Humboldt University and LMU Munich. The workshop is jointly organized by the Humboldt University at Berlin and the Center for Mathematical Economics at Bielefeld University.
Publication awards 2022
Veröffentlicht am 30. August 2022
In 2022 Felix Dammann, Julian Hözermann and Annika Kemper successfully applied for a publication award of the Economics Faculty. Congratulations!
Further information can be found here.
Further information can be found here.
Call for QED Meeting in Vienna
Veröffentlicht am 23. August 2022
Up to 2 doctoral candidates form Bielefeld University can present their research work at the QED meeting in Vienna! For applying please send the title of your presentation and your field(s) of research until August 28 to Professor Dominik Karos, dominik.karos@uni-bielefeld.de, who is now the academic QED coordinator for Bielefeld University.
New article by Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel
Veröffentlicht am 10. August 2022
The paper "A unifying framework for submodular mean field games" by Jodi Dianetti, Giorgio Ferrari, Markus Fischer and Max Nendel has been accepted in Mathematics of Operations Research. Congratulations!
New article by Annika Kemper and Maren Schmeck
Veröffentlicht am 8. August 2022
The paper "The market price of risk for delivery periods: Pricing swaps and options in electricity markets" by Annika Kemper and Maren Schmeck has been accepted for publication in Energy Economics. Congratulations!
It can be found here.
It can be found here.
New Article by Julian Hölzermann
Veröffentlicht am 5. August 2022
The paper "Pricing Interest Rate Derivatives under Volatility Uncertainty" by Julian Hölzermann has been accepted for publication in Annals of Operations Research. Congratulations!