Lectures on Financial Mathematics

 

We cover the following topics.

1) Robust growth optimization and connections to SPT

2) Incomplete stochastic equilibria with exponential utilities

3) A production equilibrium model for capacity expansion (WIP)

 

5월 17일 15:30-18:30

5월 18일 14:00-17:00

5월 19일 15:30-18:30