Excellence in Research and Innovation for Humanity

ICIMFD 2017 : 19th International Conference on Incomplete Markets and Further Developments

Durban, South Africa
January 12 - 13, 2017

ICIMFD 2017 : 19th International Conference on Incomplete Markets and Further Developments


Mechanical and Industrial Engineering
South Africa
Durban
Abstracts/Full-Text Paper Submission Deadline   2016-11-30 00:00:00
Notification of Acceptance   2016-12-05 00:00:00
Final Paper (Camera Ready) Submission &
Early Bird Registration Deadline
  2016-12-10 00:00:00
Conference Dates   Jan 12-13, 2017
The ICIMFD 2017: 19th International Conference on Incomplete Markets and Further Developments aims to bring together leading academic scientists, researchers and research scholars to exchange and share their experiences and research results about all aspects of Incomplete Markets and Further Developments. It also provides the premier interdisciplinary forum for researchers, practitioners and educators to present and discuss the most recent innovations, trends, and concerns, practical challenges encountered and the solutions adopted in the field of Incomplete Markets and Further Developments.
Incomplete markets
Markets, securities and market incompleteness
Possible reasons for market incompleteness
Failure of the standard complete markets model
Modeling market incompleteness
Standard practice
Production and the stock market
Sub-optimality of competitive equilibrium
Nominal securities, indeterminacy, sunspots and real effects of money
The apparent and real problems
Security structure
Further developments
The over-the-counter market
Causes of incompleteness
Insufficient span of marketed assets
Market frictions
Ambiguity
Pricing and optimization
Portfolio optimization
Opportunity
Local vs. global
No-arbitrage pricing
Indifference pricing
Marginal pricing
Expected utility
Issues in pricing and expected utility examples
Entropy and exponential utility
Loss, quantiles and prediction
Ambiguity and robustness
International Science Index
Incomplete Markets, Further Developments
Incomplete Markets, Complete Markets Model, Stock Market, Production, Security Structure
International Mechanical and Industrial Engineering Committee