# LMU Christmas Workshop in Stochastics and Finance

Dr. A-P. Perkkiö, Prof. Dr. F. Liebrich, Lorenzo Berti, Niklas Walter

Dr. A-P. Perkkiö, Prof. Dr. F. Liebrich, Lorenzo Berti, Niklas Walter

**Date and Time**

- 9.12.2022, 14:15-18:00

**Venue**

- At LMU Mathematics Institute,
- Theresienstraße 39-B (Room A 027)

(how to find us).

Time | Speaker | Title |
---|---|---|

14.15 - 15.00 | Teemu Pennanen King's College London | Efficient Allocations in Double Auction Markets |

Coffee break | ||

15.15 - 16.00 | Alois Pichler TU Chemnitz | Risk averse dynamic optimization |

Coffee break | ||

16.15 - 17.00 | Robert Williamson University of Tübingen | Risk Measures and Upper Probabilities: Coherence and Stratification |

Coffee break | ||

17.15 - 18.00 | Daniel Bartl University of Vienna | Statistical aspects of stochastic optimization problems |