| Date | May 03, 2022 |
|---|---|
| Speaker | Constantinos Kardaras |
| Dept. | London School of Economics |
| Room | 선택 |
| Time | 14:00-17:00 |
4월 26일(화) 14:00-17:00
4월 28일(목) 14:00-17:00
5월 3일(화) 14:00-17:00
5월 5일(목) 14:00-17:00
Abstract:
We cover the following topics:
1) drawdown constraints and infinite-dimensional integration
2) connections between time-reversal of diffusions and calculating distributions of present values of long-term annuities/perpetuities
3) a financial equilibrium problem in incomplete markets
