Search for tag: "marginal"

ORIE Colloquium, 2014-11-18 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant Preferences

Abstract: A general discrete-time framework for deriving equilibrium prices of financial assets is proposed. It allows for heterogenous agents, unspanned random endowments and convex trading…

From  E. Cornelius 40 plays

ORIE Colloquium, 2013-02-14 - Yehua Wei: Understanding the Effectiveness of Sparse Process Flexibility

ORIE Colloquium: Yehua Wei (MIT) - Understanding the Effectivness of Sparse Process Flexibility Thursday, February 14, 2013 at 3:00pm Frank H. T. Rhodes Hall, 253 The seminal paper of Jordan and…

From  E. Cornelius 20 plays

ORIE Colloquium, 2013-09-10 - Eilyan Bitar (Cornell University): Selling Random Energy

Tuesday, September 10, 2013 at 4:15pm Frank H. T. Rhodes Hall, 253 ORIE Colloquium: Eilyan Bitar (Cornell University) - Selling Random Energy Pressing environmental problems, energy supply security…

From  E. Cornelius 26 plays

CAM Colloquium on 4/27/2012 - Svetlozar (Zari) Rachev: Market Crashes and Modeling Volatile Markets

Friday, April 27, 2012 253 Rhodes Hall Stock market crashes like those in October 1987 and October 1997, the turbulent period around the Asian Crisis in 1998 through 1999 or the burst of the…

From  E. Cornelius 2 plays

CAM Colloquium - November 09, 2012: Ricardo A. Daziano

Ricardo Daziano (Cornell) - Statistical Inference on Consumers’ Preferences and Willingness-to-Pay Friday, November 9, 2012 at 3:30pm Frank H. T. Rhodes Hall, 253 Understanding individual…

From  E. Cornelius 7 plays