Video: Peter Tankov, "Optimal discrete-time hedging with directional views, or how to make some money while hedging your option"

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

Peter Tankov, ENSAE, Institut Polytechnique de Paris

Thursday, May 15, 2014 16:22 - 16:36

Optimal discrete-time hedging with directional views, or how to make some money while hedging your option

Peter Tankov, Video: Optimal discrete-time hedging with directional views, or how to make some money while hedging your option

Peter Tankov, Optimal discrete-time hedging with directional views, or how to make some money while hedging your option, Mathematical Finance: Arbitrage and Portfolio Optimization , BIRS, BIRS talk, 14w5116, math, mathematics, video

Banff International Research Station

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mpeg4

40M

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

http://www.birs.ca/events/2014/5-day-workshops/14w5116/videos/watch/201405151622-Tankov.html

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