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04 Aralık 2015, 13:20 
Çankaya Üniversitesi Matematik Bölümü SeminerleriAsset Flow Differential Equations Hüseyin Merdan
In this talk, I will give an overview on deterministic asset pricing models. I will present asset flow differantial equations used for modeling a single asset market involving a group of investors. Derivation of models are based on the assumption of the finiteness of assets (rather than assuming unbounded arbitrage) in addition to investment strategies that are based on either price momentum (trend) or valuation considerations.
Uygulamalı Matematik İngilizce Çankaya Üniversitesi R-213 Ek Dosya cankayamcs 20.03.2020 |
