skip to content

Financial Innovation and Backward Stochastic Difference Equations

Presented by: 
M Dempster University of Cambridge
Wednesday 10th December 2014 - 10:00 to 11:00
INI Seminar Room 2
We discuss the optimal design of new securities to cover currently untraded risks in an incomplete market environment.
The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons