Mathematical Sciences: Stochastic Analysis and Optimization in Mathematical Economics

将使用随机分析，以进一步 理解不完整的效用最大化等问题 市场，基于消费的资本资产的均衡价格 定价模型，最优投资组合，消费优化，以及 交易成本。 这一项目应导致技术配方领先 更科学的管理财务决策。

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.