Workgroup Financial Mathematics
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Workshop on Financial Bubbles

24.05.2013

This Workshop on Financial Bubbles intends to bring together major experts working on mathematical modeling of financial bubbles. It will be held on May 24, 2013 at the Seidl Villa (www.seidlvilla.de) in Munich.

Invited speakers are

 

This event is open to Ph.D. students, postgraduate researchers and practitioners. There is no tuition fee, but registration is required. To register, please send an email to

finmath@mathematik.uni-muenchen.de

before May 19, 2013.

SCHEDULE

Time Speaker
9:30 - 10:00 a.m. Welcome Reception
10:00 - 11:00 a.m. H. Föllmer

Shifting martingale measures and the Birth of a Bubble

11:00 - 12:00 a.m. D. Hobson

Consistent Prices for bubbles

12:00 - 1:30 p.m. Lunch
1:30 - 2:30 p.m. J. Scheinkman

Speculation and bubbles: the case of finitely lived assets

2:30 - 3:30 p.m. P. Protter

Relative asset price bubbles

3:30 - 4:00 p.m. Coffee break
4:00 - 4:30 p.m. S. Nedelcu

Intensity based models for credit risk with bubbles

 

ORGANISERS

Francesca Biagini, Hans Föllmer, Philip Protter