DYNAMICAL SYSTEMS Seminar

Wednesday, June 2, 2010

Some questions regarding behavioural and dynamical scenarios for contingent claims valuation


Diogo Pinheiro
(ISEG - Universidade Técnica de Lisboa)

Abstract: We will discuss the proposal of behavioural and dynamical scenarios for contingent claims valuation in single-period incomplete markets and how to extend such scenarios to multiperiod and continuous-time financial markets.

Wednesday, June 2, 2010
Time: 14h30
Room: TBA
http://cemapre.iseg.ulisboa.pt/seminars/dynsys/