Research Area H:

Stochastic market models and aggregation

Advanced methods of probability theory, stochastics and econometrics have become indispensable tools for the analysis of financial markets and contemporary macroeconomic models. Research Area H tackles new challenges in the fields of

  • insurance and post-crisis financial markets,
  • addresses heterogeneity and
  • resulting aggregation problems in macroeconomic and econometric models.

Theoretical development goes hand in hand with practical implementations and empirical data analysis.

Leaders of the Research Area