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Workshop on “Decision Theory in Mathematical Finance" in honour of Professor Freddy Delbaen
D
2.01
The finance research group and the department of mathematics of Vrije Universiteit Brussel (VUB) and the actuarial research group of Université libre de Bruxelles (ULB) are pleased to announce a workshop on decision theory in mathematical finance in honour of Professor Freddy Delbaen.
The organizers want to honour and recognize Freddy Delbaen's longstanding influence in several areas of Mathematics. In particular, he profoundly contributed to the mathematical theory of arbitrage and the study of risk measures. Together with P. Artzner, J.M. Eber and D. Heath he introduced the concept of coherent risk measures and made the link to mathematical finance.
The event will take place on October 9 at the VUB campus in Etterbeek. Academic researchers and practitioners in the field of financial mathematics are most welcome.
Participation by IA|BE members is accredited with 5 CPD-points
Program
|
08h30-09h00 09h00-09h20 |
Welcome with coffee Laudatio |
|
Session 1 |
Chair: Eva Colebunders |
|
09h20-10h10 |
Walter Schachermayer, University of Vienna, Austria |
|
10h10-11h00 |
Philippe Artzner, University of Strassbourg, France |
|
11h00-11h30 |
Coffee break |
|
Session 2 |
Chair: Michèle Vanmaele |
|
11h30-12h20 |
Ying Hu, University of Rennes 1, France |
| 12h20-13h50 | Lunch break |
|
Session 3 |
Chair: Thomas Bruss |
|
13h50-14h40 |
Ludger Rüschendorf, University of Freiburg, Germany |
|
14h40-15h30 |
Michael Küpper, University of Konstanz, Germany |
| 15h30-16h00 |
Coffee break |
|
Session 4 |
Chair: Uwe Einmahl |
|
16h00-16h50 |
Youri Kabanov, University of Franche-Comté, Francel |
|
16h50-17h00 |
Closing |
Venue
Promotion hall (D.2.01)
Pleinlaan 2 / Avenue de la Plaine 2 Brussels (Etterbeek)
Information for participants
U-Residence: website location on campus From Etterbeek station to U-Residence
Trains: Schedules (From: Brussels airport, To: Etterbeek),
