RFE: Conference Listings
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- Magnus Ehrnooth Foundation; European Science Foundation
|Dates:||January 25-27, 2007|
|Description:||Workshop on insider models|
|Subject:||Modelling of asymmetric or imperfect information is one of the central topics of the ESF- research network A.Ma.Me.F. The purpose of this meeting recall the original work related to the theory of enlargement of filtrations, survey different mathematical methods (enlargement of filtrations, information theory, Malliavin calculus, anticipative calculus) to model different information in pricing models, two-agent models, multi-agent models (noise trader, informed trader, market maker, big agent) and models for statistical inference on insider information. [gemäß den Informationen des Anbieters - according to site editor's information]|