Center for Mathematical Economics

Starting today, April 1, the Risk and Uncertainty in Finance and Economics conference runs until April 4, 2025. Co-organized by the Frank Riedel, it takes place at the University of Johannesburg. The IMW contributes to the conference with four talks: Josephine Fandrich on “Dynamic Coherent Risk Measures in Bond Markets with Stochastic Interest Rates”, Fabian Fuchs on “A Comparison Principle Based on Couplings of Partial Integro-Differential Operators”, Marco Spengemann on “The Pricing Kernel under Proportional Ambiguity”, and Prince Osei on “Fat-Tailed Distribution under the Smooth Ambiguity Model”. Find more information here.