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Financial Innovation and Backward Stochastic Difference Equations

Presented by: 
M Dempster University of Cambridge
Date: 
Wednesday 10th December 2014 - 10:00 to 11:00
Venue: 
INI Seminar Room 2
Abstract: 
We discuss the optimal design of new securities to cover currently untraded risks in an incomplete market environment.
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons