Workshop in honor of Ivar Ekeland

May 5th-6th 2011, University of Zurich – ETH Zurich

The aim of this workshop is to celebrate Ivar Ekeland’s career, while allowing the participants to interact with Professor Ekeland within a small group. The presentations will be based either on works co-authored by Ivar Ekeland or on topics related to his research.

© ÖAW 2003 / A. Jurkowitsch

This is an event of the Center of Competence Finance in Zurich and the Swiss Finance Institute. It is supported by the chair of Prof. Jean-Charles Rochet.

For information regarding the organization of this workshop, please contact Santiago Moreno: santiago.moreno[at]bf.uzh.ch.

Schedule

May 5th, 2011
ETH Zürich, Universitätstrasse 16, CHN D 46. Map

1:55pm: Welcome words (Jean-Charles Rochet)
2-3pm: Jean-Charles Rochet (UZH): Banking and Contract theory
3-4pm: Santiago Moreno (UZH): A Numerical Approach to Variational Problems: Applications to Adverse Selection Problems
4-5pm: Ivar Ekeland (UPD): Law-invariant Convex Risk Measures for Multivariate Risk



May 6th, 2011
Institut für Banking und Finance (UZH), Plattenstrasse 32, room E04. Map

9-10am: Tomas Mariotti (TSE): Non-Exclusive Competition under Adverse Selection
10-11am: Felix Kübler (UZH): Collateral Constrained General Equilibrium with Complete Markets
11am-noon: Walter Farkas (UZH): Mathematical Methods and Models in Finance – From Pricing Options to Quantifying Operational Risk
Noon: Closing words (Walter Farkas)

About Ivar Ekeland

Ivar Ekeland’s brilliant career has spanned more than forty years. He studied Mathematics at the Ecole Normale Superieure, where he obtained his PhD in 1970.

He has held professorships at the University Paris-Dauphine and the University of British Columbia, and he has been visiting professor at: University of Wisconsin (Madison), University of Texas (Austin), University of Chicago, SISSA (Trieste), Courant Institute (NYU), Mittag-Leffler Institute (Stockholm), Rutgers University, MSRI (Berkeley), University of Minnesota, Scuola Normale (Pisa) and UBC (Vancouver). Professor Ekeland is a fellow of the Royal Society of Canada and a member of the Norwegian and Palestinian Academies of Sciences. Among the many distinctions he has received stand honorary degrees from the University of British Columbia and the University of Finance and Economics in Saint-Petersburg (Russia), as well as a Canada Research Chair in Mathematical Economics, the Grand Prize of the Belgian Academy of Sciences and the Paul Langevin prize of the French Academy. He was president of the University of Paris-Dauphine and director of the Pacific Institute for the Mathematical Sciences.

Ivar Ekeland has made pioneering contributions to convex analysis, convex and non-convex optimization, symplectic topology, microeconomics and mathematical finance. Among his best-known works stand the Ekeland Variational Principle and the Ekeland-Hofer capacities.