Selections from an Applied Mathematics Research Agenda for the Finance & Investments Industry

Friday, February 18, 2005 - 1:25pm - 3:00pm
Vincent 570
John Dodson (American Express)
The speakers will present and discuss a selection of open problems from finance and investments, including: investment decisions under information asymmetry, risk in a world of Levy stable processes, bubbles as emergent phenomena, measuring investment breadth, pro-cyclicality, practical multi-period coherent definitions of risk, and challenges with inverse problems.