What Can Valuation Tell Us About Uncertainty?
bk21
129동 101호
0
932
10.06 13:37
| 구분 | Rookies Pitch |
|---|---|
| 일정 | 2026-10-13(화) 16:00~16:30 |
| 세미나실 | 129동 101호 |
| 강연자 | 박종진 (서울대학교) |
| 담당교수 | 강정수 |
| 기타 |
How should we value a financial contract when its underlying probability model is uncertain? Starting from simple examples, this talk introduces model uncertainty and nonlinear valuation, then explores an inverse question: what can a valuation rule reveal about the uncertainty it reflects? We discuss how this question extends to valuations that evolve consistently over time and outline the mathematical challenges in recovering compatible probabilistic models.