Center for Mathematical Economics - Tag [talk]
Jodi Dianetti in Rome
Veröffentlicht am 7. März 2024
Today, March 7, 2024, Jodi Dianetti gives a talk titled Optimal consumption and investment under relative performance criteria with Epstein-Zin utility at the Economics Department of Roma Tor Vergata.
Jodi Dianetti in Rome
Veröffentlicht am 6. März 2024
Today, March 6, 2024, Jodi Dianetti gives a talk titled Strong solutions to submodular mean field games with common noise and related McKean-Vlasov FBSDEs at the Mathematics Department of Roma Tor Vergata. Here the link to the seminar.
Dominik Karos in Durham
Veröffentlicht am 14. Februar 2024
Today, February 14, 2024, Dominik Karos gives a talk titled Strategic News Selection at Durham University Business School.
Giorgio Ferrari in Milan
Veröffentlicht am 7. Februar 2024
Today, February 7, 2024, Giorgio Ferrari is giving a talk titled Stational Mean-field Games with Singular Controls in the De Finetti Risk Seminar at the Department of Mathematics of the University of Milano Statale, which he is visiting from February 5 to 7, 2024.
Max Nendel in Dublin
Veröffentlicht am 11. Dezember 2023
Today, December, 11 2023, Max Nendel gives a talk titled Convex Risk Measures Based on Optimal Transport as an invited speaker in the workshop Model Risk in Finance: Bridging Theory to Applications at the University College Dublin.
Frank Riedel in Amsterdam
Veröffentlicht am 17. November 2023
Today, November 17, 2023, Frank Riedel gives a talk at the ASMF research seminar at the Amsterdam School of Economics titled "Sharing Model Uncertainty".
Max Nendel visits Princeton University
Veröffentlicht am 25. September 2023
Max Nendel visits the ORFE department of Princeton University from September 25 to October 6. On October 3, he gives a talk in the Financial Mathematics Seminar entitled "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance".
Max Nendel and Alessandro Sgarabottolo in Milano
Veröffentlicht am 22. September 2023
On September 22, Max Nendel and Alessandro Sgarabottolo are giving talks on the AMASES 2023 conference in the special session on Dynamic Decisions under Uncertainty and Imprecision. The titles of their presentations are An optimal transport foundation of dynamic risk measures and Discrete approximation of risk-based pricing under uncertainty respectively.
Walter Trockel gives a seminar talk in York
Veröffentlicht am 21. September 2023
On September 21, Walter Trockel is giving a seminar talk, entitled "Nash smoothing on the test bench: Hα-essential equilibria ", at the University of York.
Further information can be found here.
Further information can be found here.
Max Nendel in Padua
Veröffentlicht am 15. September 2023
On September 15, Max Nendel is gives a seminar talk at the Seminar in Probability and Finance, entitled "A parametric approach to the estimation of convex risk functionals based on Wasserstein distance" in Padua.
Max Nendel in Milano
Veröffentlicht am 12. September 2023
On September 12, Max Nendel is invited speaker and gives a talk at the The Mathematics of Subjective Probability 2023 at Milano-Bicocca, entitled "An optimal transport foundation for a class of dynamically consistent risk measures".
Annika Kemper gives a talk in Vienna
Veröffentlicht am 12. September 2023
On September 12, Annika Kemper is giving a talk at the WPI-Workshop: Stochastics, Statistics, Machine Learning and their Applications to Sustainable Finance and Energy Markets entitled "A Principal-Agent Framework for Optimal Incentives in Renewable Investments". Click here for further information.
Shihao Zhu in Hong Kong
Veröffentlicht am 27. August 2023
Am 27. August hält Shihao Zhu unter dem Titel "Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment" einen Vortrag im Rahmen der Konferenz Recent Advances on Quantitative Finance in Hong Kong. Weitere Informationen sind auf der Webseite der Konferenz aufrufbar.
Shihao Zhu gives a talk in Hong Kong
Veröffentlicht am 27. August 2023
On August 27 Shihao Zhu gives a talk entitled "Consumption Decision, Portfolio Choice and Healthcare Irreversible Investment" during the Recent Advances on Quantitative Finance in Hong Kong. Further information is available on the conference's website.
Jodi Dianetti on the ICIAM in Tokyo
Veröffentlicht am 21. August 2023
Jodi Dianetti is participating in the ICIAM Tokyo 2023 congress and giving a talk on "Mean-field singular control problem: regularitiy and related mean-field reflected diffusion.
Further information can be found on the congress's website.
Further information can be found on the congress's website.
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