ETH Zürich - D-MATH - SFG (Stochastic Finance Group) - HOME - update on 2017-11-01
ITS Workshop Mathematical Finance beyond classical modelspostersep2015

This workshop focuses on new approaches to robustify financial modeling: robust finance (serious model uncertainty is quantified), stochastic portfolio theory and large financial markets (effects of large markets are quantified), robust calibration (classical calibration techniques are combined with econometric techniques).

The workshop opens the academic year 2015/2016, which Walter Schachermayer will spend at the Institute of Theoretical Studies, and it is therefore supported by the Institute of Theoretical Studies. The workshop is also supported by the Fondation Natixis and the SMAI by means of the Grand Prix Louis Bachelier awarded to Josef Teichmann.

Registration is now closed!

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Slides of talks