Friday, June 10, 2011

California dreamin'

Ok, not so much dreaming as attending a very nice conference at USC earlier this week. The WCMFs started as a mainly local affair in 2007 in Stanford, but has grown steadily to become a recognizable event in the international scene.

For me the highlight of the conference was the opening talk by George Papanicolaou, who spoke about an elegant mean field approach to systemic risk. It was the first time I met him in person, and I was impressed by his extensive knowledge of economics, including some relatively obscure references that are not in the radar screen of most mathematicians.

Unfortunately I had to leave sunny California before the BSDE feast even started, but I'm sure it was equally enjoyable.

Thursday, June 2, 2011

Macroeconomics in Santa Barbara

I'm visiting UCSB this week and talking about an agent-based model for the interbank market.

Apart from the excellent weather and general friendly atmosphere in town, I had the extra treat to share an office with Bernt Oksendal, who is also visiting and gave a talk yesterday. Curiously enough, Bernt was only the second most famous Norwegian in the room. I was slightly disappointed, but generally relieved (given the remarks I made about modern macroeconomic theory) by the fact that the most famous one didn't attend my talk today.