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