The Workshop focuses on Mathematical Finance and Insurance and their Applications, from the theoretical viewpoint as well as the practical one.

Die Deutsche Gesellschaft für Finanzwirtschaft (DGF) veranstaltet im Rahmen ihrer nächsten Jahrestagung an der WWU Münster wiederum ein eigenes Seminar für fortgeschrittene Doktoranden. Diese eintägige Veranstaltung bietet den Doktoranden die Gelegenheit, ihre Forschungsarbeit vorzustellen...

Topics covered include, but are not limited to, application of BSDEs in finance, stochastic control and liquidity risk.

Submissions in all areas of monetary and financial economics are invited, but papers on the following topics are especially welcome: - liquidity and financial stability; - financial innovation and financial intermediation; - monetary policy implementation; - implications of financial...

Topics: - information uncertainty and information combination (e.g. observation window, disaggregate information, role of judgement); - measurement uncertainty (e.g. real time analysis); - parameter and model uncertainty (e.g. forecast and model combination, forecast model selection).

This workshop aims to offer a discussion forum particularly for young researchers (PhD students and Postdocs) to present their current theoretical or empirical papers to a competent audience. Any research manuscript dealing with contemporary monetary and financial economics is invited. Fields of...

The aim of the workshop is to investigate the nature and the implications that the worldwide process of financial integration has on financial stability, financial sector development, economic growth and business cycle comovements. The organisers will bring together central bankers,...

Topics: Optimal Stopping in Financial Engineering, Wavelet Galerkin Methods for Pricing Derivative Contracts on Levy-Driven Assets, On the Management of Unit-Linked Life Insurance Contracts, The Multi-Fractal Model of Asset Returns: A New Tool for Forecasting Volatility,...

Moderne Finanzanalysen und -prognosen erfordern ein fundiertes statistisch-methodisches Hintergrundwissen. Um die Analysen und Prognosen anderer zu verstehen, Fachliteratur mit Gewinn zu lesen und selbst professionelle Analysen und Prognosen durchzuführen, sind Grundkenntnisse moderner...