Humboldt Distinguished Lecture Series in Applied Mathematics

23. June 2010 - 24. June 2010
Lecture Series

The 2010 Humboldt Distinguished Lecture Series in Applied Mathematics is given by Darrell Duffie (Stanford University) on Dark Markets. The event takes place:

  • June 23rd, 15:oo - 16:00 and 16:30 - 17:30
    Erwin Schrödinger Zentrum; Room 0.310
    Search for Counterparties and Negotiation of Prices in Over-The-Counter-Markets
  • June 24th, 15:oo - 16:oo and 16:3o - 17:3o
    Johann v. Neumann Haus, Room 1.013
    Information Percolation in Over-The-Counter-Markets

Keywords: Search markets, over-the-counter-markets, dynamic asset pricing, information, percolation, Boltzmann equation

The slides are here: Lecture 1, Lecture 2, Lecture 3, Lecture 4



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