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