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Workshop - Robust Finance

Wann 14.05.2018 um 09:00 bis
18.05.2018 um 17:00
Wo FRIAS, Albertstr. 19, Seminarraum
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Kontakttelefon +49 (0)761 203-97362
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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.

 

Further information on the event here.