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- Magnus Ehrnooth Foundation; European Science Foundation

Dates:January 25-27, 2007
Description:Workshop on insider models
Location:Toulouse, France
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. [gem╠_╠┘ den Informationen des Anbieters - according to site editor's information]
JEL Code:C

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