Series of Conferences on “Real Options and finance: Optimal Stochastic Control Formulation and Solution Techniques”
Prof. Peter ForsythCheriton School of Computers Science, University of Waterloo.
Prof. Margaret Insley, Department of Economics, University of Waterloo.
Program and time schedule:
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September 1st, 12:00: P. Forsyth, Long term asset allocation for patient investor
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September 1st, 16:30: M. Insley, On the timing of non-renewable resource extraction with regime swithchig prices: an optimal stochastic control approach
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September 2nd, 10:00: P. Forsyth, Long term asset allocation: HJB formulation and solution
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September 2nd, 11:30: M. Insley, An option pricing approach to ramping rate restricitions at hydro power plants
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September 3d, 12:00: P. Forsyth, Methods for pricing American options uncer regime switching
Partially funded by Research Grants of MICINN MTM2013-47800-C2-1-P and GRC2014/044 (also with FEDER funds)
Fecha:
Mar, 2015-09-01 12:00 - Jue, 2015-09-03 14:00
Lugar:
Classroom of Master in Industrial Mathematics at University of A Coruña. In case of interest and availability it will be also delivered through videoconference systems to Santiago and Vigo Master rooms
Organizador:
UDC. M2NICA Research Group.
