Lectures on Monetary Risk Measures
Tuesday Sept 13: 9.15-11
Thursday Sept 15: 9.15-11
Friday Sept 16: 9.15-11
All lectures will take place in Seminar Room 1133
The lectures will be based on Chapter 4 of
H. Föllmer, A. Schied
Stochastic Finance
De Gruyter
This lecture will introduce to the theory of monetary risk measures and focus on robust representation of convex and law invariant risk measures.
The lectures will be suitable for master and PhD students in finance, insurance and mathematics. Other interested are also welcome to attend.