Programme

Paul Ehling: Opening - Macrofinance: macro view versus finance view

Fabian Harang: An overview of the stochastic maximum principle and how solving systems of forward-backward stochastic differential equations (FBSDEs) can be used to model and analyze heterogeneous agent models in economics

Alfonso Irarrazabal: A Quantitative OLG Model with Incomplete Markets in Continuous Time

Christian Heyerdahl-Larsen: Local Pareto Weights in OLG

Giulia Di Nunno: On Kyle equilibrium with random horizon and random price pressure

Dinner, location TBA