Document Actions

You are here: FRIAS Events Current Events Workshop - Robust Finance

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
Contact Phone +49 (0)761 203-97362
Add event to calendar vCal
iCal

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.

More information about this event…