Title:
Optimal contracts in incomplete markets with maturity-independent utilities
Abstract:
In this presentation we look at different problems in incomplete markets using maturity-independent utilities, including portfolio optimization and the design of optimal contracts between agents.
Date:
Tuesday, 22 May, 2012 - 17:00 to 18:00
Contact name:
Sheryl Anderson
Contact email:
Event location:
Sidgwick Hall, Newnham College