Search for tag: "arbitrage"

Thumbnail for entry Nazem Khan - Student talks

Nazem Khan - Student talks

duration 14 minutes 59 seconds

Nazem Khan - Student talks

Nazem Khan - Student talks

Nazem Khan - Student talks

ICMS hosted the Eurpopean Summer School in Financial Mathematics 14th Ediition Strong sensitivity to large losses and ρ-arbitrage for convex risk measures Nazem Khan (University of…

primer
signature method
machine learning
portfolio
risk
measure
rho
expectation
alpha
arbitrage
reward
measures
selection
question
market
representation
result
portfolios
distribution
row
function
model
infinity
From  Greg McCracken 0 likes 55 plays 0  
Licence Type
All rights reserved
Date Created
August 30th, 2021
Thumbnail for entry Julian Holzermann Student Talks

Julian Holzermann Student Talks

duration 12 minutes 59 seconds

Julian Holzermann Student Talks

Julian Holzermann Student Talks

Julian Holzermann Student Talks

30 Aug- 03 Sept 2021 ICMS hosted the European Summer School in Financial Mathematics 14th Edition Term Structure Modeling under Volatility Uncertainty Julian Holzermann (Bielefeld University)Student…

holzermann
structure modeling
volatility uncertainty
volatility
rate
uncertainty
models
term
drift
process
model
market
structure
condition
arbitrage
dynamics
diffusion
expectation
motion
variation
framework
approach
risk
From  Greg McCracken 0 likes 33 plays 0  
Licence Type
All rights reserved
Date Created
August 30th, 2021