The goal of the workshop is to bring together papers on the development of efficient, scalable and stable algorithms for the computation of equilibria in dynamic equilibrium models, papers on the use of high-performance computing in financial economics, as well as papers which apply quantitative dynamic general equilibrium to questions concerning financial markets and risk-sharing.

This will be a relatively small workshop with around 5-6 60-minute talks per day and ample time for discussion.

Preliminary list of speakers:
Harold L. Cole University of Pennsylvania, Pennsylvania
Wouter J. den Haan University of Amsterdam, Amsterdam
Engelbert J. Dockner University of Vienna, Vienna
Bernard Dumas INSEAD, Paris
Zhigang Feng Swiss Banking Institute, University of Zurich
Andreas Fuster (co-author to Paul Willen) Harvard University and Federal Reserve Bank, Boston
Kenneth Judd Hoover Institution on War, Revolution and Peace, Stanford
Dirk Krüger University of Pennsylvania, Pennsylvania
Andrew Lyasoff Boston University, Boston
Jochen  Mankart London School of Economics, London
Thomas Mertens Stern School of Business, New York
Paul Pichler University of Vienna, Vienna
Michael Reiter Institut für Höhere Studien, Vienna
Thomas F. Rutherford ETH Centre for Energy Policy and Economics
Manuel Santos University of Miami, Miami
Benjamin Skrainka University College London, London
Adam L. Speight Georgia State University, Atlanta
Tim Stitt ETH / CSCS Swiss National Supercomputing Centre

We thank the University of Zurich, NCCR FINRISK and the Swiss Finance Institute for their sponsoring.