• Event Date: February 2, 2016
  • Event End Date: February 2, 2016
  • Event Start Time: 12:00 PM
  • Event End Time: 1:00 PM
  • Event Location: Hill 705
  • Event Type: Mathematical Finance and Probability Seminars
  • Extra Info: Daniel Schwarz, Carnegie Mellon University

Speaker: Daniel Schwarz, Carnegie Mellon University

Slides: ( TBA )

ABSTRACT

: In this talk we will present recent results concerning a class of integral representation theorems for martingales which lie at the heart of two fundamental problems in mathematical finance: the completion of financial markets with derivative securities and the existence of partial Radner equilibria. Some popular examples and open problems will be discussed.