Apr 2019-Mar 2020

Math-Fi seminar on 11 Jul.

2019.07.08 Mon up
  • Date: 11 Jul. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: José Manuel Corcuera (Universitat de Barcelona)
  • Title: The Kyle-Back equlibrium model (first lecture)
  • Abstract: 
​​In this talk we will give a general review on this model propose by Kyle in the discrete time setting, and extended by Back to the continuous time setting, to model the effect of the trading of an agent with privilege information in the market prices of a stock in a financial market.
 

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