IMW at QFW in Italy
Veröffentlicht am 20. April 2023, 00:00 Uhr
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 default risk and model uncertainty in rating systems", Alessandro Sgarabottolo presented his work on "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance".
Further information can be found on the workshop's website.
Further information can be found on the workshop's website.
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