Equilibrium Existence in a Limited Participation Economy - BQE Lecture Series
Offered By: New York University (NYU) via YouTube
Course Description
Overview
Explore a comprehensive lecture from the Brooklyn Quant Experience Lecture Series featuring Kim Weston, Assistant Professor of Mathematics at Rutgers University. Delve into the topic of "Equilibrium Existence in a Limited Participation Economy" as presented at New York University's Department of Finance and Risk Engineering. Over the course of 56 minutes, gain insights into the problem's history, logarithmic preferences, and the process of writing equations. Examine exponential investors, equilibrium concepts, and the system of equations involved. Understand the key assumptions and follow the proof presented. Analyze a practical example and investigate time preference parameters before reaching the lecture's conclusion.
Syllabus
Introduction
Problem History
Logarithmic Preferences
Writing Equations
Exponential Investors
Equilibrium
System of Equations
Assumptions
Proof
Example
Time Preference Parameters
Conclusion
Taught by
NYU Tandon School of Engineering
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