Intensive course by Francesca Biagini
Francesca Biagini, professor in mathematical finance from Ludwig-Maximillian University of Munich, will give an intensive course from Tuesday Sept 13 to Friday Sept 16.
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
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.