FRIAS Workshop "Robust Finance"

In the aftermath of the recent financial crises, model risk was identified as a main concern of the financial industry. This workshop will bring together researchers working in the areas of financial mathematics, economics, and probability. The goal is to discuss methods that allow to treat model risk in a systematic fashion and that are applicable in practice. A particular focus will be given to robust methods allowing to efficiently capture problems in, e.g., pricing, risk management, and systemic risk in financial markets.
 

Confirmed Participants:

• Eduardo Abi Jaber (Paris Dauphine)
• Anna Ananova (Imperial College London)
• Daniel Bartl (Konstanz, Wien)
• Corina Birghila (University of Vienna)
• Matteo Burzoni (ETH Zürich)
• Samuel Cohen (University of Oxford)
• Rama Cont (Imperial College London)
• Alexander Cox (University of Bath)
• Tolulope Rhoda Fadina (University of Freiburg)
• Christoph Gerhart (University of Freiburg)
• Xi Kleisinger-Yu (ETH Zürich)
• Chong Liu (ETH Zürich)
• Max Nendel (Konstanz, Bielefeld)
• Ariel Neufeld (ETH Zurich)
• Stefano Novello (Imperial College London)
• Ludger Rüschendorf (University of Freiburg)
• Julian Sester (University of Freiburg)

Organisation: FRIAS Project Group "Model Risk

• Prof. Dr. Patrick Dondl
• JProf. Dr. Philipp Harms
• Prof. Dr. Eva Lütkebohmert-Holtz
• Prof. Dr. Thorsten Schmidt

More information about this event …