ACMS Statistics Seminar: Kiseop Lee

Tue Feb 13, 2018 3:30PM - 4:30PM • Calendars: Statistics Seminar

Kiseop Lee
Purdue University

3:30 PM
154 Hurley Hall

Information Effects in Hedging Claims

In a market, there are traders with different levels of information, and their behaviors and decision making depend heavily on their amount of information. We discuss information effects on hedging strategies in a market with those traders. We will show a few different models with information effects, and study the difference between the informed trader’s strategy and the uninformed trader’s strategy.





Full List of Statistics Seminar Speaker





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