Center for Mathematical Economics
Torben Koch has defended his thesis (February 21 2020)
Veröffentlicht am 12. März 2020
Torben Koch defended successfully his Ph.D. thesis On some Stochastic Control Problems arising in Environmental Economics and Commodity Markets on February 21.
Torben spent many years at the Center, first as a master student, then as a Ph.D. student and as an administrative support for the Graduate School BiGSEM.
Torben is the first Ph.D. student of Professor Ferrari (congratulations to Giorgio as well, therefore!).
We wish Torben all the best for his future career in the industry and hope to see him often at our alumni meetings!
Giorgio Ferrari has been awarded by the University of Padova
Veröffentlicht am 2. März 2020
Giorgio Ferrari has been awarded by the University of Padova of the
fellowship Visiting Scientist 2020. He will visit the Department of Mathematics of the University of Padova from March 02 to March 20.
Giorgio Ferrari is visiting LUISS University in Rome (February 24 - 28)
Veröffentlicht am 24. Februar 2020
Giorgio Ferrari is visiting LUISS University in Rome from February 24 to February 28, and will deliver a seminar on February 25.
Frank Riedel gives a talk at University of Pretoria (February 10)
Veröffentlicht am 6. Februar 2020
Frank Riedel gives a talk at University of Pretoria on Optimal Investment and Market Equilibrium under Knightian Uncertainty. (click here for more information)
Giorgio Ferrari giving a talk in Neaples (January 29 - 31)
Veröffentlicht am 29. Januar 2020
Giorgio Ferrari is giving a talk at the XXI Workshop on Quantitative Finance in Neaples
Jodi Dianetti at Winter School on Mathematical Finance
Veröffentlicht am 22. Januar 2020
Jodi Dianetti is attending the 19th Winter School on Mathematical Finance.
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.
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!
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.
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.
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.
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.
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.
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.
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).