Difference between revisions of "Introduction to Mathematical Finance - 2019"
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(Created page with "''' == 09.08.2019 10:00-10:30 == ''' Topics: Def. Arbitrage, 1. FTAP (state + proof "easy" direction (i.e. exist EMM)), Def. Complete, 2. FTAP , Properties Utility Fuction (...") |
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Topics: Def. Arbitrage, 1. FTAP (state + proof "easy" direction (i.e. exist EMM)), Def. Complete, 2. FTAP , Properties Utility Fuction (No consumption), How do you compare H_1 and H_2 with U?, compare E[H] and H with U (concavity), Proposition 4.21 with Proof (i.e. existence of optimal solution in complete market) and some other things i can't remember. | Topics: Def. Arbitrage, 1. FTAP (state + proof "easy" direction (i.e. exist EMM)), Def. Complete, 2. FTAP , Properties Utility Fuction (No consumption), How do you compare H_1 and H_2 with U?, compare E[H] and H with U (concavity), Proposition 4.21 with Proof (i.e. existence of optimal solution in complete market) and some other things i can't remember. | ||
They are really friendly and help you if you are confused. | They are really friendly and help you if you are confused. | ||
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| + | == Skander Stephan, 09.08.2019 13:00-13:30 == | ||
Revision as of 12:25, 9 August 2019
09.08.2019 10:00-10:30
Topics: Def. Arbitrage, 1. FTAP (state + proof "easy" direction (i.e. exist EMM)), Def. Complete, 2. FTAP , Properties Utility Fuction (No consumption), How do you compare H_1 and H_2 with U?, compare E[H] and H with U (concavity), Proposition 4.21 with Proof (i.e. existence of optimal solution in complete market) and some other things i can't remember. They are really friendly and help you if you are confused.
