12:15 pm
Nikhil VELLODI (PSE) – “Self-Prospecting: Optimal Experimentation Under Present-Bias”
Séminaire Microéconomie : Tous les mercredis Heure : 12h15 - 13h30 Date : 17/09/2026 Salle : 3001 Nikhil VELLODI (PSE) - "Self-Prospecting: Optimal Experimentation Under Present-Bias" CV : A present-biased decision maker (DM) faces a two-armed bandit problem whose risky arm generates random payoffs at exponentially distributed times. Under full information, the DM's belief remains […]
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Olivier GUEANT (Université Paris-Cité) “Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market”
Mathematical Finance Time: 2.3 p.m Date:17th of September 2025 Room 3001 Olivier GUEANT (Université Paris-Cité) "Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market" Abstract : In traditional financial markets, yield curves are widely available for countries (and, by extension, currencies), financial institutions, and large corporates. These curves are used to calibrate stochastic […]
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