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Probability and Computational Finance Seminar
Walter Schachermayer University of Vienna Title: The Duality of Money Abstract: In this year's Nash lecture, Schachermayer will discuss recent research on the Fundamental Theorem of Asset Pricing and its application to modern, complex financial markets.Schachermayer, Professor of Mathematics at the University of Vienna, with Freddy Delbaen proved the Fundamental Theorem of Asset Pricing in its general form. Later, with Carnegie Mellon's Dmitry Kramkov, Schachermayer established the definitive methodology for using duality to solve the problem of optimal investment. For this work, Schachermayer became the first mathematician to receive the Wittgenstein Award, Austria's highest scientific honor. Date: Tuesday, September 7, 2010Time: 4:30 pmLocation: Hillman Center, 4401 Rashid AuditoriumSubmitted by: Steve ShreveNote: NASH DISTINGUISHED LECTURE SERIES IN QUANTITATIVE FINANCE |