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Learn about constrained Dynkin games and their applications to convertible bonds in this 28-minute conference talk by David Hobson from the University of Warwick. Scheduled for May 13, 2025, as part of the Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance, this presentation explores mathematical frameworks for analyzing financial instruments with embedded options. Discover how game theory concepts apply to securities that allow conversion between different forms, providing insights into optimal decision strategies for both issuers and investors. The talk is hosted by the Fields Institute and offers valuable perspectives for researchers and practitioners in mathematical finance, game theory, and financial engineering.
