Monday, January 11, 2010

A bang at last

We couldn't have hoped for a better start for the Foundations workshop today, with the large seminar room at full capacity, the video link to the overflow room working flawlessly, and all scheduled speakers arriving on time in Toronto.

As the first speaker, Hans Follmer set the tone for the week by delivering an impeccable talk describing the state-of-the-art in dynamic risk measures and showing,  among other things, how aversion to model ambiguitiy is associated with asset bubbles. Josef Teichmann, Mihai Sirbu, XunYu Zhou and Marco Frittelli kept the level up all day, both in terms of technical dexterity and scope. By the time the reception started everybody was in good spirits and ready for the subsidized drinks.

No comments:

Post a Comment