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Dempster, M (University of Cambridge)
Wednesday 10 December 2014, 10:00-11:00
Financial Innovation and Backward Stochastic Difference Equations
â ī¸ Important: Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches
- đ¤ Speaker: Dempster, M (University of Cambridge)
- đ Date & Time: Wednesday 10 December 2014, 10:00 - 11:00
- đ Venue: Seminar Room 2, Newton Institute Gatehouse
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Mustapha Amrani
Abstract
We discuss the optimal design of new securities to cover currently untraded risks in an incomplete market environment.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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