Çankaya University Mathematics Department Seminars

Asset Flow Differential Equations
Hüseyin Merdan
TOBB ETÜ, Turkey
Özet : 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.
  Tarih : 04.12.2015
  Saat : 13:20
  Yer : Çankaya Üniversitesi R-213
  Dil : English
  Ek Dosya : Özet
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