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Ekaterina Voltchkova (TSE-GREMAQ)
Toulouse : TSE, 9 juin 2011, 12h30–14h00, salle MS 003
Numerical solution of the Black-Scholes type pricing equation requires a localization on a bounded computational domain and, in consequence, a choice of boundary conditions. The standard approach usually proposed in the textbooks on financial engineering and academic literature is to take Dirichlet...
Sarah Baird (University of Georges Washington)
Toulouse : TSE, 9 juin 2011, 11h00–12h30, salle MF 323
Gregory Lewis (Harvard University)
Toulouse : TSE, 7 juin 2011, 15h30–17h00, salle MF 323
Economists have developed a range of empirically tractable demand systems for fixed price markets. But auction mechanisms also play an important part in allocating goods, and yet existing empirical auction techniques treat each auction in isolation, obscuring market interactions. Here we provide a...
Sophie Lambert-Lacoix (Université Joseph Fourier - Grenoble)
Toulouse : TSE, 7 juin 2011, 14h00–15h30, salle MF 323
Nous considérons le problème de sélection de variables dans le contexte des modèles à coefficients variables. Dans bien des situations pratiques, le modèle linéaire n'est pas adapté. Une façon d'enrichir ce modèle consiste à rendre variables les coefficients. Ces derniers sont alors considérés...
Andrzej Skrzypacz (Stanford University)
Toulouse : TSE, 7 juin 2011, 11h00–12h30, salle MF 323
We study a dynamic buyer-seller problem in which the good is information and there are no property rights. The potential buyer is reluctant to pay for information whose value to him is uncertain, but the seller cannot credibly convey its value to the buyer without disclosing the information itself...
Toulouse, France, 7 juin 2011
The objective of the TSE Student Workshop is to increase the contact between researchers and PhD students and to introduce work done by TSE students to other students and researchers at TSE. During this day selected students will give a short presentation (25 minutes) of his or her work, which...
Lars Ljungqvist (Stockholm School of Business)
Toulouse : TSE, 6 juin 2011, 17h00–18h30, salle Amphi S
The same high labor supply elasticity that characterizes a representative family model with indivisible labor and employment lotteries can also emerge without lotteries when self-insuring individuals choose career lengths. Off corners, the more elastic the earnings profile is to accumulated working...
Philip Bond (University of Minnesota)
IDEI, 6 juin 2011, 12h30–14h00, salle MF 323
We analyze a consumption-saving problem with unverifiable savings in which time-inconsistent preferences generate demand for commitment, but uncertainty about future consumption needs generates demand for flexibility. We characterize in a standard contracting framework the circumstances under which...
Dirk Bergemann (Yale University)
Toulouse : TSE, 1 juin 2011, 14h30–16h00, salle Amphi S
We analyze games of incomplete information and offer equilibrium predictions which are valid for all possible private information structures that the agents may have. The predictions about the joint equilibrium distributions which are robust to the specification of the private information structure...
Leonard Wantchekon (University of New York)
Toulouse : TSE, 1 juin 2011, 11h00–12h30, salle MF 323
We investigate the long-term effect of the geography of anti-colonial insurgencies (c.1900-1960) on the nature of current democratic institutions and political behavior in Africa. We find that while rural insurgencies (e.g. Madagascar, Kenya, Cameroon, Somalia) tend to generate autocracies, urban...
