Backward Stochastic Differential Equations, Wiener Chaos and Applications in Economics

Speaker:

Athanasios Yannacopoulos (Athens University of Economics and Business)

Date:

Thursday, 2 August, 2007 - 14:00

Venue:

Anfiteatro 0.04 - Edifício das Matemáticas

Revenue comparison in Asymmetric Auctions

Speaker:

Miguel Ferreira

Date:

Wednesday, 6 June, 2007 - 17:30

Venue:

Sala 0.04

Behavioural scenarios for derivative pricing in incomplete markets: A dynamical systems approach

Speaker:

Diogo Pinheiro (CMUP)

Date:

Wednesday, 9 May, 2007 - 17:00

Venue:

Anfiteatro 0.03 - Edifício das Matemáticas

Part of the cycle "Price formation in incomplete markets".
...

General Equilibrium with Asymmetric Information

Speaker:

Joao Correia da Silva (FEP)

Date:

Tuesday, 27 March, 2007 - 16:00

Venue:

Room 0.03 - Edifício das Matemáticas (Rua do Campo Alegre, 687, 4169-007 Porto)

Part of the cycle "Price formation in incomplete markets".

Topics in price formation in single period markets (Session II)

Speaker:

Diogo Pinheiro

Date:

Wednesday, 21 March, 2007 - 18:30

Venue:

Room 0.04 - Edifício das Matemáticas (Rua do Campo Alegre, 687, 4169-007 Porto)

Part of the cycle "Price formation in incomplete markets"

Topics in price formation in single period markets

Speaker:

Diogo Pinheiro

Date:

Wednesday, 14 March, 2007 - 18:30

Venue:

Room 0.04 - Edifício das Matemáticas (Rua do Campo Alegre, 687, 4169-007 Porto)

Part of the cycle "Price formation in incomplete markets"

Random Meeting Exchange Markets

Speaker:

Alberto Pinto (FCUP e CMUP)

Date:

Wednesday, 7 March, 2007 - 18:30

Venue:

Room 0.04 - Edifício das Matemáticas (Rua do Campo Alegre, 687, 4169-007 Porto)

Part of the cycle "Price formation in incomplete markets".

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