Seminar Event Detail


Financial/Actuarial Mathematics

Date:  Wednesday, January 10, 2018
Location:  1360 East Hall (4:00 PM to 5:00 PM)

Title:  A dynamic equilibrium model for brokerage fees

Abstract:   We develop a dynamic equilibrium model for market liquidity. To wit, we solve for the equilibrium prices at which liquidity takers' demands are absorbed by liquidity providers, who can in turn gradually transfer these positions to a group of end users

Files:


Speaker:  Ibrahim Ekren
Institution:  UM

Event Organizer:     

 

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