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
