Video From 14w5168: New Directions in Financial Mathematics and Mathematical Economics

Thursday, July 10, 2014 11:35 - 12:17
Portfolio Asymptotics for Local-Stochastic Volatility Models
Matt Lorig, Video: Portfolio Asymptotics for Local-Stochastic Volatility Models
Matt Lorig, Video: Portfolio Asymptotics for Local-Stochastic Volatility Models
Matt Lorig, Portfolio Asymptotics for Local-Stochastic Volatility Models, New Directions in Financial Mathematics and Mathematical Economics, BIRS, BIRS talk, 14w5168, math, mathematics, video
Banff International Research Station
Banff International Research Station
presentation
mpeg4
116M
http://www.birs.ca/events/2014/5-day-workshops/14w5168/videos
Portfolio Asymptotics for Local-Stochastic Volatility Models
Matt Lorig at 14w5168: New Directions in Financial Mathematics and Mathematical Economics on Thursday, July 10, 2014
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