Workgroup Financial Mathematics

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Workshop on Financial Bubbles


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 ( 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

before May 19, 2013.


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



Francesca Biagini, Hans Föllmer, Philip Protter