Summer School 2019

Date: July 08 - July 12, 2019

Location: Bielefeld University

The Summer School 2019 aims to introduce doctoral students to the latest developments in decision theory, economics, and mathematical finance with a special focus on equilibrium theory, both in competitive markets as well as in markets with market power. The notion of equilibrium as a balanced state of opposing forces or interactions occurs in slightly different, yet related forms in Biology, Economics, Physics, and Business Administration.

This summer school aims to discuss the different approaches to "equilibrium" arising in financial markets and games. In particular, we intend to discuss recent advances in:

• General equilibrium theory
• Games of control and stopping, and their applications
• Backward Stochastic Differential Equations in Games and General Equilibrium
• Mean-field Games



Lecturers:

Luciano Campi (London School of Economics):
Mean-field Games with Applications to Economics

Saïd Hamadène (Université du Maine):
Backward Stochastic Differential Equations in Games

Kasper Larsen (Rutgers School of Arts and Sciences):
Kyle's Market Microstructure Model

Frank Riedel (Universität Bielefeld):
Introduction to General Equilibrium Theory

Gordan Zitkovic (University of Texas at Austin):
Systems of Backward Stochastic Differential Equations and Applications to Existence of Equilibria in Incomplete Markets





If you want to be part of the Summer School 2019 feel free to send your application until April 30, 2019.






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