55th Meeting of the EWGCFM
Abstract Submission

Topic Keywords

1.Analysis of Financial and Economic Equilibria
2.Assessment, Evaluation and Control of Risk
3.Commodity Prices and Volatility
4.Credit Risk Modeling
5.Dynamic Games & Equilibrium Models
6.Energy Markets, Commodity Markets and Emissions Trading
7.Financial Econometric Models
8.Financial Economics and Behavioral Finance
9.Game Theoretical Models and Their Optimization
10.High Frequency Trading
11.Interest Rate Modelling
12.Market Models and Their Dynamical Representation
13.Modern Applied Statistics: Data Mining
14.Monte-Carlo Methods in Finance / Computational Methods in Finance
15.Pricing and Hedging of Derivatives (OR Asset pricing and hedging)
16.Pricing and Trade of Commodities and Financial Securities
17.Problems under Random Regime Switches and Paradigm Changes
18.Quantitative Risk Management
19.Robust and Stochastic Portfolio Optimization
20.Robust Estimation
21.Stochastic Analysis
22.Stochastic Control and Optimization
23.Stochastic Differential Equations & Applications in Finance
24.Stochastic Optimal Control of Portfolios
25.Stochastic Partial Differential Equations & Applications in Finance
26.Stochastic Volatility Models and Jump Processes
27.Systemic Risk and Financial Stability (Market liquidity)
28.Valuation and Decision Problems in Electricity Markets
29.Valuation and Decision Problems in the Insurance Sector