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Mini Workshop on Kinetic Models and Mean Field Games in Finance

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Workshop
8th October 2014

Organisers: Rama Cont (CNRS & Imperial College London) and Marie-Therese Wolfram (Austrian Academy of Sciences)

Workshop Theme

The mathematical modeling of the large scale behvaior and stability of economic systems of interacting agents is a challenging topic, providing complementary insights and micro-foundations to reduced-form macroeconomic models. In the recent literature several approaches based on analogies with particle systems and mean-field games have been developed to model a variety of economic and financial systems. This mini-Workshop attempts to provide a glimpse of recent research developments and challenges in this exciting area.

University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons