Birs- 14w5168: New Directions in Financial Mathematics and Mathematical Economics
-
Title: Shortfall Aversion
Speaker:
Link:
-
Title: Bringing Tobin back: asset price dynamics and portfolio selection in macroeconomics
Speaker:
Link:
-
Title: Long Horizon Optimal Investment and Risk-Sensitive Control in Stochastic Volatility Models with Matrix Valued Factors
Speaker:
Link:
-
Title: Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion
Speaker:
Link:
-
Title: Games of singular control and stopping driven by spectrally one-sided Lévy processes
Speaker:
Link:
-
Title: Optimal measure transformation problems as- sociated with defaultable bonds, futures prices, and forward prices
Speaker:
Link:
-
Title: Funding without Tears. A Unified Approach to XVA
Speaker:
Link:
-
Title: Dynamic Investment Under Counter-Party Risk
Speaker:
Link:
-
Title: Peacocks, Lyrebirds and Increasing Risk in the Rothschild Stiglitz Sense
Speaker:
Link:
-
Title: Who should sell stocks?
Speaker:
Link:
-
Title: Portfolio Choice with Liquid and Illiquid Assets
Speaker:
Link:
-
Title: Dynamic R&D Games
Speaker:
Link:
-
Title: Mean field game modeling for stochastic economic growth
Speaker:
Link:
-
Title: Portfolio Asymptotics for Local-Stochastic Volatility Models
Speaker:
Link:
-
Title: Energy Production and Mean Field Games
Speaker:
Link:
-
Title: Control with Partial Information
Speaker:
Link:
-
Title: Asymmetric Information and Inventory Concerns in Over-the-Counter Markets
Speaker:
Link:
-
Title: An equilibrium model for commodity spot and forward prices
Speaker:
Link: