Description of the theme.
The last decades have seen a strong mutual interest between certain fields
in mathematics and economics. Whereas economic problems have been attacked
by increasingly advanced mathematical approaches, mathematics in turn has found new directions of research by applications in economics
The recently established Stieltjes theme group on Mathematics and Economics
is a new initiative to coordinate interdisciplinary research in The
Netherlands in these disciplines and to be a platform on which various
activities in these fields find a common base. The interaction between
mathematics and economics is the driving force behind the theme group. There is
a large amount of expertise in various directions available. The researchers
will be brought into contact and stimulated to cooperate. Thus a crucial asset of the theme group is the complementarity of expertise and research interests and a key objective is to stimulate coherence of research activities.
The members of the theme group have been active in various fields such as
probability theory, mathematical statistics, time series analysis,
optimization theory, the theory of financial markets, econometrics,
quantitative economics and dynamical systems. Activities of the theme group
are by no means restricted to participants of the Stieltjes Institute
itself. Both in the steering committee and in the theme group as a whole mathematicians
from other research institutes have been included.
The theme group will focus its activities on three subthemes, to wit,
Financial Mathematics, Statistics and Computational Methods, Optimization.
The researchers of the theme group will contribute to one or more of
these subthemes.
The interdisciplinary activities of the theme group will include cooperation with members of research institutes both in mathematics and in economics.
The theme group has strong connections with several research
programmes of the Stieltjes Institute, in particular with
Probability,
Statistics,
Functional Analysis, Operator Theory, and Applications, and equally well established links with other
research institutes in the Netherlands like the Tinbergen
Institute,
CentER, ERIM,
DISC, EURANDOM and
MRI.
Status of the theme.
It is the ambition of this theme group to coordinate interdisciplinary research in The Netherlands in the disciplines Mathematics and Economics and to be a platform on which various activities in these fields find a common base. A second task of the theme group is to promote this research by organizing a seminar series, symposia, workshops and special activities in the educational vein. The third task is to apply for and to facilitate applications of members for grants for research and research activities. The fourth task is to make visible and represent the research area both for mathematicians and for economists.
Research staff (situation at January 1, 2004)
Courses
Mathematics departments of various universities in The Netherlands offer courses on Financial Mathematics and related subjects.
Seminar series
Regular seminars and colloquium series are held throughout the country. Click here for a list.
Special Events