Applied Mathematics Colloquium by Kasper Larsen: Equilibria with Trading Targets

Speaker: Kasper Larsen, professor of mathematics, Rutgers University

Title: Equilibria with Trading Targets

Abstract: We will present various equilibrium models (Kyle, Radner, and Nash) populated by traders with different trading motives. Some traders can have an informational advantage (such as an insider) where as other traders can face trading targets (soft or hard). We are interested in existence of equilibria and their properties.

Applied Mathematics Colloquia