|16 Oct 2009||9:00am - 5:30pm||CRASSH|
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?
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.
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