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Center for Mathematical Economics

Center for Mathematical Economics

Jodi Dianetti at Winter School on Mathematical Finance

Veröffentlicht am 22. Januar 2020
Jodi Dianetti is attending the 19th Winter School on Mathematical Finance.
Gesendet von TKlöpping in Forschung

New Publication by Giorgio Ferrari and Jodi Dianetti

Veröffentlicht am 22. Januar 2020
The paper Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria by Jodi Dianetti and Giorgio Ferrari has been accepted for publication on SIAM Journal on Control and Optimization.
Gesendet von TKlöpping in Forschung

Martin Lunge has defended his thesis (November 28)

Veröffentlicht am 30. November 2019
Our colleague Martin Lunge has successfully defended his Ph.D. thesis Essays on the Reorganization of Firms and on the Interplay of Hesitant Agents on November 28.
IMW professors Herbert Dawid (first examiner and supervisor) and Volker Böhm (chair) served on the committee. Congratulations!
Gesendet von OClaas in Allgemein

New Publication by Giorgio Ferrari

Veröffentlicht am 25. November 2019
The paper Optimal Control of Debt-to-GDP Ratio in an N-state Regime Switching Economy by G. Ferrari and N. Rodosthenous has been accepted for publication in SIAM Journal on Control and Optimization.
Gesendet von TKlöpping in Forschung

New paper in Mathematical Finance

Veröffentlicht am 25. November 2019
The paper Dynamically consistent alpha-maxmin expected utility written by Patrick Beissner, Qian Lin, and Frank Riedel, has been accepted for publication in Mathematical Finance.
Gesendet von TKlöpping in Forschung

Giorgio Ferrari gives a talk at Dublin City University (November 15)

Veröffentlicht am 15. November 2019
Giorgio Ferrari is visiting the School of Mathmatical Sciences of Dublin City University and will give a talk on November 15 on Nonzero-sum Submodular Monotone Follower Games.
Gesendet von TKlöpping in Forschung

Maren Schmeck gives a talk at Universität Duisburg-Essen (November 13)

Veröffentlicht am 13. November 2019
Maren Schmeck gives a talk about Seasonality in the Implied Volatility of Electricity Options at the Chair for Energy Trading and Finance of the University Duisburg-Essen.
Gesendet von TKlöpping in Forschung

Max Nendel gives a talk in Vienna (September 10)

Veröffentlicht am 21. Oktober 2019
Max Nendel gives a talk at Vienna Congress on Mathematical Finance 2019 (WU Vienna) on 10th of september.
Gesendet von TKlöpping in Forschung

Frank Rieder is main speaker at the 4th QFRA-symposium in Trier (October 24)

Veröffentlicht am 21. Oktober 2019
Frank Riedel main speaker at the 4. Symposium für Quantitative Finance and Risk Analysis in Trier.
Gesendet von TKlöpping in Forschung

Jan-Henrik Steg gives a talk in Seattle (October 20-23)

Veröffentlicht am 21. Oktober 2019
Jan-Henrik Steg gives a talk at the INFORMS Annual Meeting 2019, that is taking place in Seattle (October 20-23).
Gesendet von TKlöpping in Forschung

Farewell for Tim Hellmann

Veröffentlicht am 18. Oktober 2019

On October 18, the long-time member of the Center for Mathematical Economics Prof. Dr. Tim Hellmann, who had joined the University of Southampton earlier this month, was bid farewell at a reception.

Tim, most recently at the Center as assistant and junior professor, became a member of the IMW after completing a Master’s degree at the University of Georgia. Following a diploma degree (M.Sc. equiv.) in Mathematical Economics and a doctoral dissertation in Game Theory and Network Economics, Tim received the venia legendi in Economics in 2018.

IMW director Prof. Dr. Frank Riedel and deputy director Prof. Dr. Herbert Dawid acknowledged Tim’s commitment as a supervisor of dissertations and theses as well as in teaching and academic self-administration. They emphasized how much Tim’s research, which both covers classical areas of the IMW’s work and has opened up new fields, has shaped the Center and, through publications and lectures at home and abroad, has contributed greatly to the perception of Bielefeld as a scientific location in general and the IMW in particular.

Prof. Dr. Herbert Dawid, Prof. Dr. Tim Hellmann, and Prof. Dr. Frank Riedel

Gesendet von OClaas in Allgemein

New Publication by Giorgio Ferrari

Veröffentlicht am 16. Oktober 2019
The paper On the Singular Control of Exchange Rates by Giorgio Ferrari and Tiziano Vargiolu has been accepted for publication in Annals of Operations Research.
Gesendet von TKlöpping in Forschung

Maren Schmeck is gives a talk at DVGFM workshop (October 12)

Veröffentlicht am 14. Oktober 2019
Maren Schmeck gives a talk for the DVGFM workshop for Master students in Loccum.
Gesendet von TKlöpping in Forschung

New Paper by Torben Koch to be published

Veröffentlicht am 9. Oktober 2019
The new Paper Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions, written by Torben Koch, will be published in the Proceedings of the American Mathematical Society (AMS).
Gesendet von TKlöpping in Forschung

Elena Orlova gives a presentation at University Paris 1 Pantheon-Sorbonne (October 7 - 19)

Veröffentlicht am 7. Oktober 2019
Elena Orlova has a research stay at the University Paris 1 Pantheon-Sorbonne (Prof. Rusinowska) from october 7 to 19 and gave a presentation at october 17.
Gesendet von TKlöpping in Forschung

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