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Events for April 9, 2018

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12:15 pm

Léonardo MARTINEZ (IMF ) – “Fiscal Rules and the Sovereign Default Premium”, joint with Juan Carlos Hatchondo and Francisco Roch.

April 9, 12:15 pm - 1:30 pm

Time: 12:15pm – 13:30 pm Date: 09th of April 2018 Place: Room 3001 Léonardo MARTINEZ (IMF ) - "Fiscal Rules and the Sovereign Default Premium ", joint with Juan Carlos Hatchondo and Francisco Roch. Abstract : We use a sovereign default model to study the effects of introducing fiscal rules. A debt-brake (spread-brake) rule imposes a ceiling on […]

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3:30 pm

GONCALO DOS REIS (University of Edinburgh) – “Mean field and N-Agent games for optimal investment under relative performance concerns and forward-utilities”

April 9, 3:30 pm - 4:30 pm

1st Monday of each month Time: 3:30 pm – 4:30 pm Date: 09th of April 2018 Place: Room 3105 GONCALO DOS REIS (University of Edinburgh) - "Mean field and N-Agent games for optimal investment under relative performance concerns and forward-utilities" Abstract: We report on recent progress in the analysis of a family of portfolio management […]

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4:30 pm

Roxana DUMITRESCU (King’s College London) – “On E^g-pricing of American options in complete and incomplete markets with default”

April 9, 4:30 pm - 5:30 pm

1st Monday of each month Time: 4:30 pm – 5:30 pm Date: 09th of April 2018 Place: Room 3105 Roxana DUMITRESCU (King's College London) - "On E^g-pricing of American options in complete and incomplete markets with default" Abstract: We study pricing and hedging for American options in a market model with default, where there are imperfections are taken into […]

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