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Recent Trends in Financial Mathematics and Economics
Mon, Sep 15, 2008 @ 03:00 PM - 04:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
Mathematical Finance ColloquiumTitle: "Recent Trends in Financial Mathematics and Economics"Jaksa Cvitanic, California Institute of TechnologyMONDAY, SEPTEMBER 15, 2008, 3:00-4:00 PM, KAP 249Abstract: In the first half of this talk I will give a broad overview of various topics that researchers in Financial Mathematics and Engineering have been focusing on in recent years, from general semi-martingale theory of pricing and portfolio optimization, to practical numerical and statistical algorithms. In the second half, I will talk about results coming from, or related to my recent research, and, in particular, about using Contract Theory in Financial Economics, and questions of equilibrium effects on prices and trading strategies.
Location: Kaprielian Hall (KAP) - 249
Audiences: Everyone Is Invited
Contact: Georgia Lum
