Program
DAY 1
| 08:20 - 09:00 | Coffee and Welcome |
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Session 1 About Tomas Björk |
| 09:00 - 09:30 | Tomas Björk: The man behind the name |
| Raquel M. Gaspar, ISEG, Universidade de Lisboa | |
| 09:30 - 10:00 | Tomas Björk: On his carrer and beyond |
| Mariana Khapko, University of Toronto | |
| Presentation | |
| 10:00 - 10:30 | Tomas Björk: The pedagog |
| Rolf Poulsen, University of Copenhagen | |
| Presentation | |
| 10:30 - 11:00 | Coffee break |
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Session 2 Term Structure Modelling I |
| 11:00 - 11:40 | Geometry of term structures |
| Josef Teichmann, ETH Zürich | |
| 11:40 - 12:20 | Immunisation with consistent term structure dynamics |
| Bent Jesper Christensen, Aarhus University | |
| Presentation | |
| 12:20 - 13:40 | Lunch |
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Session 3 Term Structure Modelling II |
| 13:40- 14:20 | On term structure modelling beyond multicurves |
| Wolfgang Runggaldier, University of Padova | |
| Presentation | |
| 14:20 - 15:00 | Stripping the discount curve – a robust machine learning approach |
| Damir Filipović, EPFL and Swiss Finance Institute | |
| Presentation | |
| 15:00 - 15:40 | Term structure modelling under entropy maximisation |
| Eckhard Platen, University of Technology Sydney | |
| Presentation | |
| 15:40 - 16:00 | Coffee break |
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Session 4 Dynamic Control and Equilibrium Problems |
| 16:00 - 16:40 | Dynamic programming for mean-variance portfolio selection |
| Martin Schweizer, ETH Zürich | |
| Presentation | |
| 16:40 - 17:20 | Mean field games with partial information and general utilities |
| Thaleia Zariphopoulou, University of Texas at Austin | |
| Presentation | |
| 17:20 - 18:00 | Voting with decentralized policy contingent payment promises |
| Ali Lazrak, University of British Columbia | |
| Presentation | |
| 19:00 | Dinner (by invitation) |