GIULIA DI NUNNO:
"Information, stochastic calculus, honest trading, insider trading."
In this talk we will focus on the role of information in market modeling and how trading is effected when different amount of information is available to dealers. We will consider the behavior of both the honest traders and the insiders, the latter ones, we must stress, are actually acting illegally in the market. We will motivate the use of, and the need for, different types of mathematical tools according to the different situations. Modeling random phenomena can be fascinating!
1430-1530 i pausearealet i 7. etage
Kaffe og kjeks fra kl 1400