25º CBM - Sessões Especiais: Economia Matemática

Segunda-feira

16:30 às 17:30
SSD Preserving Maps and Law Invariant Maps:
A Representation Result for Concave Maps and its Use in Microeconomic Models
Rose-Anne Dana
CEREMADE
Universitè Paris IX – Dauphine

17:35 às 18:00
On the rule of k names
Danilo Coelho
IPEA

18:00 às 18:30
Pure Strategy Equilibria of Single and Double Auctions with Interdependent Values
Luciano Irineu de Castro
IMPA

18:30 às 19:00
Regulamentação de Risco de Mercado no Brasil: Tratamento via Equilíbrio Geral
José Valentim
IMPA

Quarta-feira

16:30 às 17:00
Economics of time and uncertainty: intertemporal substitution
V. Filipe Martins da Rocha
Université Paris-Dauphine

17:00 às 17:30
Do Options Contain Information About Excess Bond Returns?
Caio Almeida
Ibmec – RJ
Scott Joslin
Jeremy Graveline
Stanford Graduate School of Business

17:40 às 18:10
Maximin Expected Utility without Extreme Pessimistic Behavior
José Heleno Faro
IMPA

18:10 às 18:45
Syndication in Financial Markets as an Implication of a Robust Collusive Scheme
Vinicius Carrasco
Stanford University
Gustavo Manso