國家理論科學研究中心學術演講
NCTS Seminar on
     Probability with financial applications

德國柏林工業大學數學系Alexander Schied教授訂於3月23日至5月4日來台訪問。
Alexander Schied教授的研究領域為隨機分析，財務數學，尤其風險管理更為其專長。為了讓對財務數學與風險管理有興趣者對這方面有更進一步的認識，我們安排Alexander Schied教授於訪台期間假理論中心給一系列有關風險管理的演講，歡迎踴躍參加。
　

 Speaker  :   Professor Alexander Schied
                    (德國柏林工業大學數學系)             

 Topic: Model uncertainty, robustness, and risk measures

 Time: 13:30-16:30, Mar. 27 (Mon.), April 10 (Mon.),
           April 17 (Mon.), 2006

　

Model uncertainty is a key feature of all mathematical models that try to capture highly complex phenomena such as asset price processes. In this lecture series, we present several recent approaches for dealing with
model risk. In particular, we will highlight the use of convex risk measures. Another key topic will be the construction of optimal investment strategies under robust preferences.

　

Lecture Room A,

National Center for Theoretical Sciences,

4th Floor, The 3rd General Building

National Tsing Hua University