Workshop - Robust Finance
| When |
May 14, 2018 09:00 AM
to
May 18, 2018 05:00 PM |
|---|---|
| Where | FRIAS, Albertstr. 19, seminar room |
| Contact Name | Lena Walter |
| Contact Phone | +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.
