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Center for Mathematical Economics - Tag [workshop]

27th CTN Workshop: Call for papers

Veröffentlicht am 8. Januar 2024
The Corvinus University of Budapest is going to host the 27th Coalition Theory Network (CTN) workshop. Applications are open from January 8 to February 16, 2024. Please be referred to the official call for papers for more information about the workshop and its application procedure.
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Tags: workshop ctn

Frank Riedel in Oberwolfach

Veröffentlicht am 30. September 2023
Frank Riedel participates in the Oberwolfach Workshop New Challenges in the Interplay between Finance and Insurance. See the website for more information.
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Tags: workshop

IMW at a workshop in Hannover

Veröffentlicht am 4. Mai 2023
The IMW is represented by Annika Kemper, Max Nendel, Frank Riedel, Alessandro Sgarabottolo, Jan Streicher and Shihao Zhu at the workshop on Risk Measures and Uncertainty in Insurance from May 4-5 in Hannover. The IMW is contributing with the two talks: "A Principal-Agent Framework for Optimal Incentives in Renewable Investments" by Annika Kemper and "An axiomatic approach to default risk and model uncertainty in rating systems" by Jan Streicher.
More information on the workshop's website.
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Tags: workshop

IMW at QFW in Italy

Veröffentlicht am 20. April 2023
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.
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Tags: workshop

Call of Abstracts: 11th General AMaMef Conference

Veröffentlicht am 10. März 2023
Bielefeld University, the CRC 1283 and the Center for Mathematical Economics organize 11th General AMaMeF Conference which takes place on June 26 - 30, 2023.
Abstracts can be submitted here until April 9. Click here to find the deadlines and further information.
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Participation and talks of IMW members at GPSD 2023

Veröffentlicht am 7. März 2023
Jodi Dianetti, Felix Dammann, Max Nendel, Alessandro Sgarabottolo and Shihao Zhu participate at the GPSD (German Probability and Statistics Days) from March 7 - March 10 at the University of Duisburg-Essen. During this event, Alessandro Sgarabottolo helds a talk entitled "A parametric approach to the estimation of risk functionals based on Wasserstein distance", Shihao Zhu gives a talk on "Consumption decision, portfolio choice and healthcare irreversible investment".
Further information about the GPSD 2023 here
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Tags: workshop

Call of Papers: 26th Annual CTN Conference

Veröffentlicht am 16. Januar 2023
Bielefeld University and the Center for Mathematical Economics (IMW) are happy to host the 26th Coalition Theory Network Conference on Monday 15 – Tuesday 16 May 2023. Find all deadlines (submission: 10th of February) and details here.
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Tags: workshop

Workshop in Hannover: "Risk Measures and Uncertainty in Insurance"

Veröffentlicht am 19. Mai 2022
In joint work with the host institute, the IMW holds the workshop "Risk Measures and Uncertainty in Insurance" at the Leibnizhaus Hannover May 19-20. Scientific talks of members of the IMW will be given by Alessandro Sgarabottolo, Max Nendel and Julian Hölzermann.

Further information can be found on the workshop's homepage.
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Tags: workshop talk

Workshop "Taming Uncertainty and Complexity in Economics and Finance" (May 26-28)

Veröffentlicht am 15. März 2022
The collaborative workshop of SFB 1283, IMW and LUISS ROME, entitled "Taming Uncertainty and Complexity in Economics and Finance" is thought as a forum for discussing new developments concerning stochastic methods and models arising in economics, finance, and game theory.
It will be held on May 26 - May 28, 2022 at the Department of Economics and Finance of LUISS University (Rome).
The workshop is jointly organized by Sara Biagini and Fausto Gozzi from LUISS G. Carli, and Giorgio Ferrari and Frank Riedel from Bielefeld University.
Find the official webpage here.
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Tags: workshop

One-Day-Workshop on Mathematical Economics and Financial Mathematics

Veröffentlicht am 23. Februar 2022
The Center for Mathematical Economics will host a one-day workshop on Mathematical Economics and Financial Mathematics on March 02, 2022. It will take place in an hybrid form (in H8 and via Zoom.

Guest speakers will be:
• Patrick Beissner (Australian National University)
• Alessandro Calvia (LUISS University of Rome)
• Salvatore Federico (University of Genova)
• Fausto Gozzi (LUISS University of Rome)
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Tags: workshop

16th BiGSEM Workshop

Veröffentlicht am 14. Dezember 2021
The 16th annual BiGSEM Doctoral Workshop on Economics and Management takes place from December 13 to 14 and is the first one to be held in a hybrid format in presence at the ZiF and online via Zoom. The talks cover different topics whithin microeconomic and macroeconomic theory as well as financial markets and health economics. Besides academic talks, the participants enjoy the Christmas market and a dinner at Wernings Weinstube in Bielefeld. The organizing committee featured the IMW doctoral students Anna C. Hager, Annika Kemper and Felix Dammann. Further information can be found on the BiGSEM homepage.
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Tags: workshop

Frank Riedel gives a talk at the workshop „Beyond the Boundaries“

Veröffentlicht am 3. Mai 2021
On May 6th, Frank Riedel gives a talk on the workshop "Beyond the Boundaries" at Leeds University. The program, as well as the registration for the talks can be found on the workshop's webpage.
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Tags: talk workshop

Workshop "Advances in Mathematical Economics"

Veröffentlicht am 30. April 2021
May 17-18 the workshop "Advances in Mathematical Economics", organized by the University of Naples, takes place. The director of the IMW, Prof. Frank Riedel, contributes a talk with the title "Frank Knight’s legacy: the economics of uncertainty and risk". If you'd like to attend the workshop, please read the program flyer and register on the form that is linked there.
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Tags: workshop

Frank Riedel Invited Speaker in Oxford Workshop

Veröffentlicht am 8. März 2021
An (online) workshop commemorates the centenary of publication of two important books, Frank Knight’s „Risk, Uncertainty, and Profit“ and John M. Keynes’ „Treatise on Probability“. The workshop takes place from March 17-19 2021. Further information on registration, speakers and more can be found at the webpage of Uncertainty and Risk
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Talks by Ms. Schmeck and Ms. Kemper on the EFI6

Veröffentlicht am 23. Februar 2021
There are two talks, held by Maren Schmeck and Annika Kemper on the Energy Finance Italia 6 Workshop. The respective titles are "Capturing the Power Options Smile by an Additive Two-Factor Model for Overlapping Futures Prices" and "The Market Price of Risk for Electricity Swaps".
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Tags: workshop talk

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