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Seminario Dottorato: “Probability and Information in Finance”

Wednesday 10 April 2019, h.17:00 - Room 2BC30 - Claudio Fontana

ARGOMENTI: Seminars Ph.D. Program

Wednesday 10 April 2019, h.17:00, Room 2BC30
Claudio Fontana (Padova, Dip. Mat.)
“Probability and Information in Finance”

Abstract
In mathematical finance, tools from stochastic analysis are applied to the study of investment and valuation problems arising in financial markets. In this talk, we introduce some basic and fundamental concepts and results, with a focus on no-arbitrage properties and optimal investment problems. After a general overview, we will discuss the role of information and explore the interplay between information, arbitrage, and optimal investment.

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