Ulrich Horst (Humboldt University of Berlin) and Frank Riedel are organizing a workshop on Mathematics and Financial Economics at the Center for Interdisciplinary Research (ZiF) from May 18 to 22.
The focus of the workshop is on topics related to the research group like strategic aspects in finance, i.e. large traders, market power, contracts, order books, Knightian uncertainty in finance, and robustness considerations. Other finance-related topics are welcome as well. It features 35 invited talks by leading scholars in their field.
The workshop is combined with an editorial meeting of the journal Mathematics and Financial Economics of which Ulrich Horst and Frank Riedel are the editors-in-chief.
The workshop is the first large-scale event hosted by the ZiF Research Group Robust Finance: Strategic Power, Knightian Uncertainty, and the Foundations of Economics Policy Advice during its residence at the ZiF.