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Pricing extreme market event risk: theory and evidence from traded options and trend-following hedge funds

Presented by: 
W Fung London Business School
Date: 
Thursday 10th March 2005 - 15:00 to 16:00
Venue: 
INI Seminar Room 1
Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons