Frank Riedel, Bielefeld
Masterclasses start at 9:00 and end around 18:00. There will be a long lunch pause, from 13:15 to 16:00.
9.00-10.30 Stochastic Dynamic Programming
11.00-12.30 Typical Economic Applications: Asset Pricing, Investment, Options...
12.30-13.15 Practice
13:15-16:00 Lunch Pause
16.00-17.30 Current Research: investment under ambiguity)
If you want to participate please, or have a question, send an email to gweizsaecker@diw.de.
Affiliates of the Berlin Doctoral Program in Economics and Management Science (BDPEMS) can also register on the BDPEMS webpage.
The Masterclasses are open to all affiliates of DIW and BDPEMS.