Workshop on Mathematics in Finance
s18.10.2013
Organized by: F. Delbaen, A. Nikeghbali, D. Kreher
Contact:
Myriam Frank-Hilpert
E-Mail:
| Friday, 18.10.13 | |||
| Time | Speaker | Title | Place |
| 09:15-10:00 | Registration | ||
| 10:00-10:50 | Thomas Mikosch (Kopenhagen University) | Measuring extremal dependence in financial time series | Y27H46 |
| 10:50-11:30 | Coffee break | ||
| 11:30-12:20 | Constantinos Kardaras (London School of Economics) | Equilibrium in risk-sharing games | Y27H46 |
| 12:20-14:30 | Lunch | ||
| 14:30-15:20 | Monique Jeanblanc (Université d'Évry-Val d'Essonne) | Arbitrages and NUPBR and progressive enlargement of filtrations | Y27H46 |
| 15:20-16:00 | Coffee break | ||
| 16:00-16:50 | Philip Protter (Statistics Department, Columbia University) | A Mathematical Nuance that Profoundly Affects Economics | Y27H46 |
| 16:50-17:40 | Freddy Delbaen (Universität Zürich) | Risk Measures and Mathematics | Y27H46 |
Sponsor
