Applied Math Seminar
Fall Quarter 2004
3:15 p.m.
Sloan Mathematics Corner
Building 380, Room 380-C


Friday, October 1, 2004


Larry Shepp
Statistics, Rutgers

The Radner Model as a Link Between Economics and Finance


Abstract:

I will show that the Radner model gives much hope to shed some light on the split between finance and economics, or at least provides fertile ground for formulating many interesting mathematical problems in economics.

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