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西湖名师论坛第240期 | Monique Jeanblanc & Nicole El Karoui: Some Basic Facts in Finance / The Role of Time in Financial Markets and Their Models
时间
2024年4月20日（周六）
14:00-16:00
地点
西湖大学云谷校区E10-304
主持
西湖大学理论科学研究院 讲席教授陈华一
受众
全体师生
分类
学术与研究
西湖名师论坛第240期 | Monique Jeanblanc & Nicole El Karoui: Some Basic Facts in Finance / The Role of Time in Financial Markets and Their Models
时间：2024年4月20日（周六）14:00-16:00
Time：2:00-4:00 PM, Saturday, April. 20, 2024
地点：西湖大学云谷校区E10-304阶梯教室
Venue: E10-304, Yungu Campus
主持人：西湖大学理论科学研究院 讲席教授陈华一
Host: Institute For Theoretical Sciences, Chair Professor Huayi Chen
主讲人1/Speaker 1：
Monique Jeanblanc
Emeritus Professor
Evry University, France
报告题目1/Title 1:
Some Basic Facts in Finance
讲座摘要1/Abstract 1:
In the talk we present some ideas of importance in finance. We emphasize the notion of risk and, as an example we present the Markovitz’s methodology. We give a general definition and other examples. If time permits, we shall introduce a general utility function and give a solution for optimization problem in a general setting.
主讲人2/Speaker 2：
Nicole El Karoui
Emeritus Professor
Sorbonne University, France
报告题目2/Title 2:
The Role of Time in Financial Markets and Their Models
讲座摘要2/Abstract 2:
By definition, the future is unknown and only partially predictable. In economics, it's up to financial markets to manage this uncertainty. An example from ancient times is the "forward" sale of crops, at a price fixed today, to be paid when the crop, good or bad, is sold. The financial markets have generalized this practice, and offered other solutions with guarantees, on many other underlying assets, such as exchange rates and interest rates, indices Following up on the previous presentation, we'll explain which probabilistic models, such as the binomial tree and which financial arguments used to make such a market viable.
讲座联系人/Contact:
科技合作部Sci-tech02@westlake.edu.cn
