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Center for Mathematical Economics - Kategorie Forschung

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

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

New Publication in Econometrica

Veröffentlicht am 20. September 2018
The paper Equilibria under Knightian Price Uncertainty by Patrick Beissner and Frank Riedel has been accepted for publication in Econometrica.
Gesendet von MHector in Forschung

Giorgio Ferrari and Maren Schmeck are presenting at the 42nd AMASES Annual Meeting in Napoli (13.09 - 15.09)

Veröffentlicht am 12. September 2018
From September 13 to September 15, Giorgio Ferrari and Maren Schmeck are presenting their work at the 42nd AMASES Annual Meeting in Napoli.
Gesendet von RKemminer in Forschung

International Workshop on Game Theory at the IMW (20.09 - 21.09)

Veröffentlicht am 12. September 2018
From September 20 to September 21, the Center for Mathematical Economics is organizing an international Workshop on Game Theory. The invited speakers are Yuval Heller (Bar-Ilan University), Tim Hellmann (Bielefeld University), Penelope Hernandez (University of Valencia), Christoph Kuzmics (University of Graz), Frank Riedel (Bielefeld University) and Agnieszka Rusinowska (Paris School of Economics). The Announcement and the Program are now available for download.
Gesendet von RKemminer in Forschung

Frank Riedel organizes a conference at Oxford University (September 3–7)

Veröffentlicht am 3. September 2018
Frank Riedel is one of the organizers of the conference Robust Techniques in Quantitative Finance that takes place at Oxford University from September 3-7 2018. He also gives a talk on Viability and Arbitrage under Knightian Uncertainty.
Gesendet von MHector in Forschung

Anna Zaharieva presents at the Annual Congress of the European Economic Association in Cologne, (August 27-31)

Veröffentlicht am 23. August 2018
Anna Zaharieva presents her work on Formal Search and Referrals from a Firm’s Perspective at the Annual Congress of the European Economic Association in Cologne, 27-31 of August.
Gesendet von MHector in Forschung

Ghislain-Herman Demeze-Jouatsa will have a research stay at University of Ottawa (August 13 – September 17)

Veröffentlicht am 13. August 2018
Ghislain-Herman Demeze-Jouatsa will have a research stay at University of Ottawa where he will work with Roland Pongou and Victoria Barham from August 13 to September 17.
Gesendet von MHector in Forschung

Jan-Henrik Steg gives a talk at the Stony Brook Center for Game Theory Workshop (July 22-23)

Veröffentlicht am 20. Juli 2018
Jan-Henrik Steg gives a talk at the Stony Brook Center for Game Theory Workshop on Stopping Time Problems in Game Theory, Economics and Finance on July 22-23.
Gesendet von MHector in Forschung

Ghislain-Herman Demeze-Jouatsa gives a talk at the Stony Brook center of game theory (July 16-20)

Veröffentlicht am 16. Juli 2018
Ghislain-Herman Demeze-Jouatsa gives a talk on A Complete Folk Theorem for Finitely Repeated Games during the 29th Stony Brook International Conference on Game Theory on July 16-20.
Gesendet von MHector in Forschung

Lazar Obradović has defended his thesis (July 13)

Veröffentlicht am 13. Juli 2018

Our colleague Lazar Obradović has successfully defended his Ph.D. thesis “Essays on Optimal Stopping and Stochastic Control in Finance” on July 13.
IMW professors Frank Riedel (first examiner and supervisor), Jan-Henrik Steg (second examiner and supervisor), and Giorgio Ferrari (chair) served on the committee.
Congratulations!
Gesendet von OClaas in Forschung

Miryana Grigorova gives a talk the Bachelier World Congress 2018 (July 16 – 20)

Veröffentlicht am 5. Juli 2018
Miryana Grigorova gives a talk on Doubly Reflected BSDEs and non-linear Dynkin games: beyond right-continuityat the Bachelier World Congress 2018 in Dublin, 16th - 20th July.
Gesendet von MHector in Forschung

Jan-Henrik Steg gives a talk at the 14th Viennese Conference on Optimal Control and Dynamic Games vor (July 3)

Veröffentlicht am 2. Juli 2018
Jan-Henrik Steg gives a talk on Preemptive Investment under Uncertainty at the 14th Viennese Conference on Optimal Control and Dynamic Games on 3rd July.
Gesendet von MHector in Forschung

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