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Interdisciplinary Research Workshop of Economics, Mathematics and Statistics

16 Nov 2018

Workshop programme

Thilo Meyer-Brandis: Mathematical Models for Systemic Risk

Ann-Kathrin Kaufhold: Zahlen im (Finanzmarkt-)Recht

Stefan Mittnik: Modeling Risk in Finance and Economics

Christian Fries: Stochastic Algorithmic Differentiation (and Applications to Margin Valuation Adjustments); Smart Derivative Contracts

Helmut Farbmacher: On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments

Joachim Winter: Inattention and Switching Costs as Sources of Inertia in Medicare Part

Francesca Biagini: Mathematical Models for Asset Bubbles Formation

Discussion & Wrapup