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金币: 30.2
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虫号: 5606983
注册: 2017-02-17
专业: 数量经济学

[交流] 急招全奖博士：瑞典于默奥大学数学系2022秋金融工程

急招瑞典于默奥大学umeå university数学与统计系,金融数学方向,2022年9月入学全奖phd一名，截止日期2022年8月15日。

project介绍：
this project looks at the valuation of real options in the presence of multiple agents and strategic competition; a framework often referred to as real option games. classical literature argues that a strategic element in real options erodes the option value, leading to a suboptimal equilibrium. some mechanisms that reduce this effect have been discussed recently, specifically information and noise by lambrecht as well as complementarity and cooperation. however, in recent work the supervisor showed, that access to financial markets with specifically designed structured products can alter the decision making to move away from inefficient equilibria. in the context of this research proposal, we will build on a classical setup where companies compete for projects and make investment decisions accordingly and add a market in which shares and other derivatives products on the various companies are traded. we allow the companies to trade in these and run a portfolio alongside their own business. we will study the effects on equilibria and investigate applications in resource economics and corporate finance. the modelling will be undertaken preferably in continuous time, but some of the work may also require discrete-time modelling.

导师：professor christian ewald (christian.ewald@umu.se)

详细信息：https://umu.varbi.com/en/what:job/jobid:524378/

导师很棒，感兴趣的请速速联系，谢谢。

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