Thomas Stieltjes Institute for Mathematics

Theme group Mathematics and Economics


Theme leaders: J. Brinkhuis and P.J.C. Spreij

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


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