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Center for Mathematical Economics

Marieke Pahlke speaks 12th RGS Doctoral Conference in Economics (February 19–20)

Veröffentlicht am 18. Februar 2019
Marieke Pahlke speaks about Dynamic Consistency in Incomplete Information Games with Multiple Priors at the 12th RGS Doctoral Conference in Economics at the Ruhr-University Bochum, from February 19 to 20.
Gesendet von MHector in Forschung

New Publication in Quantitative Finance

Veröffentlicht am 7. Februar 2019
Maren Schmeck publishes On the Seasonality in the Implied Volatility of Electricity Options (with Viviana Fanelli (University of Bari)) in Quantitative Finance.
Gesendet von MHector in Forschung

New Publication in Econometrica

Veröffentlicht am 5. Februar 2019
Herman Demeze publishes A Note on Smith's (1995) Perfect Finite Horizon Folk Theorem (with Andrea Wilson) in Econometrica. Congratulations!
Gesendet von MHector in Forschung

Giorgio Ferrari visits the University of California, Berkeley (February 4-15)

Veröffentlicht am 1. Februar 2019
Giorgio Ferrari is visiting the Department of IEOR at the University of California, Berkeley in the period 04.02.2019 - 15.02.2019.
Gesendet von MHector in Forschung

Maren Schmeck and Annika Kemper participate in the EFI4 Workshop, Milano (February 4 – 5)

Veröffentlicht am 1. Februar 2019
Maren Schmeck and Annika Kemper participate in the Energy Finance Italia 4 Workshop in Milano, Italy, on February 4 – 5.

Maren Schmeck speaks about The seasonality in the Implied Accumulated Volatility of Electricity Options.
Annika Kemper speaks about Option on Futures in Energy Markets: an Affine Seasonal Stochastic Volatility Model.
Gesendet von MHector in Forschung

Jodi Dianetti gives a talk at the University of Potsdam (January 21)

Veröffentlicht am 18. Januar 2019
Gesendet von MHector in Forschung

Anna Zaharieva is organizing a closing conference of the ZIF research group “In Search of the Global Labour Market”

Veröffentlicht am 11. Januar 2019
Anna Zaharieva is organizing a closing conference of the ZIF research group In Search of the Global Labour Market, which is a joint project with Ursula Mense-Petermann and Thomas Welskopp . The conference will take place in the ZIF Plenary Hall, 31.01-01.02.2019. IMW members are very welcome to attend.

Download:

Programme
Poster
Gesendet von MHector in Forschung

New Publication in Journal of Mathematical Analysis and Applications

Veröffentlicht am 7. Januar 2019
The paper On a Class of Singular Stochastic Control Problems for Reflected Diffusions by Giorgio Ferrari has been accepted for publication on Journal of Mathematical Analysis and Applications.
Gesendet von MHector in Forschung

Tim Hellmann successfully defended his habilitation thesis (December 12)

Veröffentlicht am 13. Dezember 2018
Tim Hellmann successfully defended his habilitation thesis on 12.12.2018 and received the Venia legendi in Economic Theory. Congratulations!
Gesendet von MHector in Allgemein

Serhat Gezer has defended his thesis (November 23)

Veröffentlicht am 23. November 2018
Our colleague Serhat Gezer has successfully defended his Ph.D. thesis Dynamic and Strategic Analysis of Innovations on November 23, 2018.
IMW professors Herbert Dawid and Jan-Henrik Steg supervised the thesis and served on the defense committee, which was chaired by IMW professor Anna Zaharieva. Congratulations!
Gesendet von OClaas in Allgemein

Frank Riedel speaks at the Workshop in Economics and Financial Mathematics in Padova (November 12–15)

Veröffentlicht am 8. November 2018
Frank Riedel speaks about Viability and arbitrage under Knightian uncertainty at the Workshop in Economics and Financial Mathematics at the University Padova, Italy, from November 12 to 15.
Gesendet von MHector in Forschung

Frank Riedel gives a talk on „Finanzmärkte im Kapitalismus“ as part of the series of events Forum Offene Wissenschaft (October 29)

Veröffentlicht am 22. Oktober 2018
As part of the series of events Forum Offene Wissenschaft, Frank Riedel will give a talk on Finanzkrise und Finanzmathematik im globalen Kapitalismus: Zusammenhänge und Schlussfolgerungen in German on Monday, 29.10.2018.
Gesendet von MHector in Allgemein

Talk at University of Zurich

Veröffentlicht am 4. Oktober 2018
On October 10, Volker Böhm is presenting “The Dynamics of Balanced Expansion in Monetary Economies with Sovereign Debt” in the research seminar Advances in Computational Economics and Finance at the Department of Business Administration at the University of Zurich.

A master graduate in Quantitative Economics is awarded a Prize for the best Master thesis by the Erich-Gutenberg Gesellschaft

Veröffentlicht am 28. September 2018
A master graduate in Quantitative Economics - Le Quynh Nhu Nguyen - is awarded a Prize for the best Master thesis with practical relevance by the Erich-Gutenberg Gesellschaft (Herford). The Master thesis was supervised by J.-Prof. Anna Zaharieva and Prof. Herbert Dawid.

Two local newspapers have reported about the event:
Neue Westfälische 26092018 - Innovative Unternehmen im Blick der Wissenschaft
Westfalen Blatt 27092018 - EGG zeichnet Studenten aus
Gesendet von MHector in Forschung

New Grant with Paris and London

Veröffentlicht am 28. September 2018
The Center for Mathematical Economics has obtained a new research grant within the call Open Research Area in the Social Sciences.

Among more than 180 proposals, only 16 were selected. The proposal on Ambiguity in Dynamic Environments is a joint collaboration between Frank Riedel, Jean-Marc Tallon (Sorbonne, Paris), and Sujoy Mukerji (Queen Mary University, London).
Gesendet von MHector in Forschung

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