Investing and Stopping, and Firms, Banks and Households

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• Moritz Duembgen and Pawel Zaczkowski (U. of Cambridge)
• Monday 04 June 2012, 13:30-14:30
• CMS, MR14.

If you have a question about this talk, please contact Elena Yudovina.

Moritz and Pawel will each give a short talk.

Moritz, Investing and Stopping:

In this talk we will look at an equivalence of optimal investment and optimal stopping problems and relate it to the hedge fund manager’s incentivisation problem.

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Pawel, Firms, Banks and Households:

We set up and analyse a continuous-time equilibrium model with firms, households and a bank. The model allows us to study the inter-relation of production, consumption, levels of working, interest rates, debt, inflation and wage levels.

This talk is part of the Statistical Laboratory Graduate Seminars series.

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