Video: Luciano Campi, "Utility indifference pricing for non-smooth payoffs in a model with non-tradable assets"

Video From 14w5116: Mathematical Finance: Arbitrage and Portfolio Optimization

Luciano Campi, London School of Economics

Monday, May 12, 2014 15:01 - 15:36

Utility indifference pricing for non-smooth payoffs in a model with non-tradable assets

Luciano Campi, Video: Utility indifference pricing for non-smooth payoffs in a model with non-tradable assets

Luciano Campi, Utility indifference pricing for non-smooth payoffs in a model with non-tradable assets, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video

Banff International Research Station

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93M

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405121501-Campi.html

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