Home  |  Sitemap  |  Contact Us  |  中文

Home > Events > Content
A lecture by Professor Freddy Delbaen on "Monetary Utility Functions"
Date and Time: 2014-03-04 19:30:44

Speaker:Professor Freddy Delbaen (ETH Zürich)

Date:March 5, 12, 19, 2014

Time:10:00 a.m. - 12:00 a.m.

Location:B1238, Zhixin Building, Central Campus

Sponsor:Shandong University Qilu Securities Institute for Financial Studies

Abstract

The lectures will contain

1) A general introduction containing the representation theorems

2) Weak compactness properties and extension to Orlicz spaces

3) Representation of law determined utilities

4) Some recent topics such as representation of utilities with convex level sets

For further information, please visit:

http://mathfinance.sdu.edu.cn/news/XueShuXinXi/2014/226/142269321A7KBG230G5G6F54IF67K.html




Copyright 2011 © All rights reserved, Network Center, Shandong University    |    englishweb@sdu.edu.cn