Center for Mathematical Economics
Talk of Max Nendel in Sydney
Veröffentlicht am 30. November 2022
On November 30, Max Nendel gives a talk in the Stochastics and Finance Seminar at the University of Sydney. The title of his presentation is "A parametric approach to the estimation of risk functionals based on Wasserstein distance".
Online Talk by Giorgio Ferrari
Veröffentlicht am 29. November 2022
On November 29, Giorgio Ferrari will give an online talk at the "One World Optimal Stopping and Related Topics Online Seminars". The title of his presentation is A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-State Economy. More information can be found at the seminar's website.
Frank Riedel online in Hong Kong/Singapore
Veröffentlicht am 23. November 2022
On November 24, Frank Riedel gives an online talk in the Hong Kong/Singapore Joint Seminar in Financial Mathematics and Engineering. The title of his presentation is "Efficient Allocations under Ambiguous (Model) Uncertainty".
Giorgio Ferrari in Ulm
Veröffentlicht am 18. November 2022
Giorgio Ferrari is visiting Ulm University and on November 18 will give a seminar on "Consumption decision, portfolio choice and healthcare irreversible investment" within the Actuarial Science Seminar.
Frank Riedel visits the Paris School of Economics
Veröffentlicht am 13. November 2022
Frank Riedel visits the Paris School of Economics from November 14-18 continuing the long-standing collaboration with Jean-Marc Tallon (Open Research Area in the Social Sciences) and preparing possible new projects.
Max Nendel gives a talk at the NTU Singapore
Veröffentlicht am 5. November 2022
On November 10, Max Nendel will present at the MAS Colloquium of the NTU Singapore. The title of his talk is "Parametric approach to the estimation of risk functionals based on Wasserstein distance".
Annika Kemper in Vienna
Veröffentlicht am 2. November 2022
On November 2, Annika Kemper is giving a talk at the University of Vienna at the PhD-seminar Advanced Stochastic Modelling. The title of her presentation is "The Market Price of Risk for Delivery Periods".
New article by Giorgio Ferrari
Veröffentlicht am 2. November 2022
The paper "Optimal Vaccination in a SIRS Epidemic Model" of Giorgio Ferrari, in joint work with S. Federico and M.L. Torrente, has been accepted for publication on Economic Theory. Congratulations!