Due to the Covid-19 outbreak this course is postponed to 2021. The importance of developing appropriate quantitative models and methods for risk-assessment, climate-impact scenarios, energy policy, house market prices, and big data analyses generally are well understood in the academic and...

Special Topics: Dealing with Market Frictions Hedging in Markets with Price Impact.

The ESOBE meetings have no particular theme but at each meeting a discussion forum for new and recent research is created. Their aim is to bring together researchers and professionals interested in the application of Bayesian inference in economics in relatively small annual workshops that...

RESIM 2014 solicits talks on rare event simulation methodologies and applications, including (but not limited to) the following list of topics: - Methodologies (Importance Sampling; RESTART/Splitting; Stratified Sampling; Cross-Entropy Method; Large Deviations Theory; MCMC Techniques; Extreme...

Seminar Programme: Panel 1: Natural resource governance, climate change and well-being Panel 2: Security, development and inequality Panel 3: Spatial knowledge in informal settlements and flood risk management

The aim of the workshop is to bring together researchers interested in applying nonlinear methods to problems in economics, operations research and management science. Topics of interest are optimal control theory and dynamic programming, dynamic games, heterogeneous agent models and learning,...

The 2009 European PhD Winter School on The Challenge of Adaptive Governance aims to help students to better understand the causes of global change in an integrated manner and at the same time to develop options for the governance of a transition to more sustainable development paths at the...

This workshop may be considered as the 4th in a series of workshops dedicated to Lévy processes and their applications in Mathematical Finance. Recent years have witnessed great interest in financial models based on Lévy processes as possible alternatives to the traditional Black-Scholes model...