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홈 > 학술정보 >학술행사 > 세미나
2017 서울대학교 수리과학부 세미나

Title
Information Asymmetry in Mathematical Finance
Speaker
Lee, Kiseop   (purdue University )
Date
2017-04-27 13:00:00
Host
SNU
Place
129-104
Abstract
In general, market participants have different information levels, and their trading strategies and behaviors heavily depends on their information levels. We discuss how to mathematically model this information asymmetry, and how a more informed trader outperforms a less informed one in several different information models.
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