Dynamic Capital Structure ModelsSeptember 8, 2014, Dublin City University, Speaker(s) Semyon Malamud (EPFL, Switzerland)
This course is an introduction to dynamic capital structure models of corporate finance. That is, the problems of optimal choice between cash, equity and debt financing for a corporation. We will develop mathematical techniques, necessary to solve the corresponding stochastic control problems. In particular, a large part of the course will be devoted to the effect of financing constraints and capital supply uncertainty on the capital structure choice. The course will be interesting for both mathematical finance audience (as an introduction to a new set of interesting mathematical problems) and for economics/finance audience (as an introduction to the novel, rigorous mathematical techniques necessary to study these problems).
This event is free and open to PhD students, postdocs, academics and industry participants. To register please complete this
A limited number of bursaries will be available to cover local expenses for junior researchers. To apply please e-mail Irene Ward with a curriculum vitae and a letter of support from your advisor. The closing date for applications will be 1 May 2012.
A workshop will take place on Tuesday afternoon. If you wish to submit a contributed talk for consideration please include a talk title and abstract when you register.
This Summer School will take place in Room XG 01 at Dublin City University. For directions on how to get to DCU by car or public transport please
Lecture Theatre Facilities
Data projector and screen.
DCU is located around 4kms north of the city and is served by numerous buses running through the city centre. Accommodation of various prices can be found at this website. Willow House, Griffith House and Cashel Lodge are all located in Drumcondra and are a short walk from the campus. Alternatively, numerous hotels and guesthouses are available in the city centre, which is a 15 minute bus journey from Dublin City University. Please contact Irene Ward is you require any further information.
Registration will take place at 9.30am on Tuesday 8 May 2012.Thursday 8 May 2012
|10.00-12.00||Lecture 1 - Cash and Equity Financing|
|14.00-15.30||Workshop with contributed talks|