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Center for Mathematical Economics

Giorgio Ferrari gives a talk at the Department of Mathematics of the University of Padova (March 21)

Veröffentlicht am 20. März 2019
On March 21, Giorgio Ferrari gives a talk on An Optimal Extraction Problem with Price Impact at the Department of Mathematics of the University of Padova.
Gesendet von MHector in Lehre

Jodi Dianetti, Torben Koch und Patrick Schuhmann present at the 12th International Workshop on Stochastic Models and Control (March 19 - 22)

Veröffentlicht am 19. März 2019
Three members of the IMW are presenting at the 12th International Workshop on Stochastic Models and Control in Cottbus, March 19-22, 2019: Jodi Dianetti is presenting his work on Nonzero-Sum Submodular Monotone-Follower Games: Existence and Approximation of Nash Equilibria. Torben Koch is presenting his work on Optimal Installation of Solar Panels under Price Impact and Patrick Schuhmann is presenting his work on Full Characterization of the Policy of a Central Bank.
Gesendet von MHector in Forschung

Frank Riedel gives a talk at University of Pretoria (March 18)

Veröffentlicht am 14. März 2019
Frank Riedel gives a talk on Viability and Arbitrage under Knightian Uncertainty on Monday, 18.03.2019 at the University of Pretoria.
Gesendet von MHector in Lehre

New Publication in Economic Theory

Veröffentlicht am 6. März 2019
The paper Purification and Disambiguation of Ellsberg Equilibria by Benoît Decerf (Université de Namur) and Frank Riedel has been accepted for publication in the journal Economic Theory. The paper is an outcome of Benoît’s Ph.D. thesis written as a cotutelle between Université Catholique de Louvain and Bielefeld University within the EDEEM program.
Gesendet von MHector in Forschung

Ghislain-Herman Demeze-Jouatsa has been awarded the Publication Awards for Junior Scientists

Veröffentlicht am 26. Februar 2019
Ghislain-Herman Demeze-Jouatsa has been awarded the Publication Awards for Junior Scientists of the Faculty of Economics and Business Administration for his publication at Econometrica.
Gesendet von MHector in Forschung

Ghislain-Herman Demeze-Jouatsa has been awarded the Dissertationspreis 2018 of Bielefeld University

Veröffentlicht am 26. Februar 2019
Ghislain-Herman Demeze-Jouatsa has been awarded the Dissertationspreis 2018 of Bielefeld University. Congratulations!

Gesendet von MHector in Forschung

Maren Schmeck and Giorgio Ferrari are visiting the Department of Mathematics of the University of Padova (March 2019)

Veröffentlicht am 22. Februar 2019
Maren Schmeck and Giorgio Ferrari are visiting the Department of Mathematics of the University of Padova in March 2019. Giorgio Ferrari holds a visiting professorship funded through the competitive Program ”Visiting Scientist-2019” of the University of Padova, and he will deliver a Ph.D. course on Optimal Stopping, Singular and Impulsive Stocahstic Control and their Applications to Economics and Finance.
Gesendet von MHector in Lehre

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.

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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

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