Workshop on mathematical modelling of risk and contiguous topics

The workshop is an integral part of the approved MATRIX@Melbourne program on “Mathematics of Risk” to be run from 20 November to 8 December 2017. The workshop topics include, but are not be limited to, the modelling of uncertainty and risk events using the theory of stochastic processes, in particular the evaluation of the distributions of boundary functionals of random processes; new methods for and approaches to computing the prices of financial derivatives; the systemic risk and network modelling of relevant real-life systems; the risk modelling and quantification, including risk measures; the analysis of model risk; and the mathematical modelling of extreme events in various applied areas.