Mathematical Sciences: Stochastic Analysis and Optimization in Mathematical Economics

随机分析将用于进一步理解不完全市场中的效用最大化、基于消费的资本资产定价模型中的均衡价格、最优投资组合、消费优化和交易成本等问题。该项目应产生技术方案，从而使财务决策的管理更加科学。

Stochastic Analysis will be utilized in order to further understand questions such as utility maximization in incomplete markets, equilibrium prices in a consumption based capital asset pricing model, optimal portfolios, consumption optimization, and transaction costs. This project should result in technical formulations leading to a more scientific management of financial decisions.