University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Financial Innovation and Backward Stochastic Difference Equations

Financial Innovation and Backward Stochastic Difference Equations

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If you have a question about this talk, please contact Mustapha Amrani.

Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches

We discuss the optimal design of new securities to cover currently untraded risks in an incomplete market environment.

This talk is part of the Isaac Newton Institute Seminar Series series.

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