16 Oct 20099:00am - 5:30pmCRASSH

Description

23 

Convenors

 

Professor John Eatwell
Professor Hashem Pesaran
Professor Michael Dempster
Dr William Janeway 
             
   

 

 

Recent financial modelling and economics have focused on uncertainties and the evaluation of risks. Sophisticated statistical and econometric techniques are combined with ideas derived from mathematics and physics and from the social sciences, including psychology and decision theory. How far have such models taken into account both strategic and non-rational behavior, and to what extent do anomalous or unforeseen financial events suggest that existing models are in need of overhaul? Can philosophers of probability speak to financial analysts?

Confirmed speakers

Phil Dybvig (Washington University in St Louis)
Andrew Haldane (Bank of England)
Alex Lipton (Bank of America)
Donald MacKenzie (University of Edinburgh)
David Miles (Bank of England)
Martin Weale (National Institute of Economic and Social Research)
Stephanie Flanders (Economics Editor, BBC)

The keynote lecture by Jose A Scheinkman, which is free and open to everyone, will take place on Thursday 15 October at Mill Lane Lecture Room 1 at 5pm. 

This is the first in the series of  Sawyer Seminars sponsored by the Andrew W Mellon Foundation, Modelling Futures: Understanding Risk and Uncertainty 2009-2010.

For administrative enquiries please contact mm405@cam.ac.uk

 

 

 

CENTRE FOR RESEARCH IN THE ARTS, SOCIAL SCIENCES AND HUMANITIES

Tel: +44 1223 766886
Email enquiries@crassh.cam.ac.uk