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conference
02.05.19

Financial Risks

This is a small workshop where we want to compare and constructively discuss three very different approaches to the analysis and the identification of risks in financial markets.

These approaches use network analysis, stochastic differential equations and information theory.

Speakers

Nils Bertschinger

Frankfurt Institute for Advanced Studies - FIAS, Germany

Jürgen Jost

Max Planck Institute for Mathematics in the Sciences, Germany

Frank Heinrich Riedel

Universität Bielefeld, Germany

Stefan Thurner

Universität Wien, Austria

Program

09:00 - 09:15
09:15 - 09:30
09:30 - 10:30
10:30 - 11:00
11:00 - 12:00 Frank Heinrich Riedel (Universität Bielefeld, Germany)
Knightian Uncertainty and Regulation in Financial Markets
14:00 - 15:00 Nils Bertschinger (Frankfurt Institute for Advanced Studies - FIAS, Germany)
Systemic Greeks: Measuring risk in financial networks
15:00 - 15:30
15:30 - 16:30

Scientific Organizers

Jürgen Jost

Max Planck Institute for Mathematics in the Sciences

Administrative Contact

Antje Vandenberg

Max Planck Institute for Mathematics in the Sciences Contact via Mail