Tehran Institute for Advanced Studies (TEIAS)

/ Mechanism Design

Short Course

Mechanism Design

June 17 - September 11, 2018

Venue

Khatam University, Building No2.
Address: Mollasadra Blvd., North Shirazi St., East Daneshvar St., No.17. See location on Google map

+982189174612

Dr. Ahmad Peivandi

Assistant Professor of Finance at Georgia State University

Overview

The focus of the lectures will be on foundations of mechanism design and applications of mechanism design and game theory on Financial Markets. Topics include but are not limited to: Implementation, Revelation Principle; Direct Mechanisms, Incentive Compatibility; First Price and Second Prim Auctions, Revelation Equivalence; Optimal Mechanisms; Efficient Mechanisms, Vickrey-Clarke¬Groves; Single Object Auction Design-Correlation (full surplus extraction); Bilateral Trading and Budget-Balance- Myerson-Satterthwaite Theorem; Common Value Auctions; Dynamic Mechanism Design; Credit Default Swaps; Treasury Auctions; Dynamic Trading Models.

Biography

dr.peivandi

Ahmad Peivandi is an assistant professor of risk management and insurance in the Robinson College of Business at Georgia State University. His research interests are financial market design, market design, mechanism design and banking. Ahmad Peivandi did his Economics Ph.D. at Northwestern University. Furthermore, he received his B.Sc. degree from Shunt University of Technology in Tehran.