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Patrick S. Hagan - On Beyond Black

Volatility Surfaces and Dark Noise Video

Wiley, J,
49,90 € Lieferbar in 2-3 Tagen


Run Time: 52.02 minutes In this video Patrick S. Hagan provides the framework for incorporating realistic probability distributions into one's pricing, hedging, and risk analysis:
* Learn how to extend Black/Scholes/Merton arbitrage free theory to realistic depictions of the market
* Learn how realistic models explain the observed volatility surfaces of European options
* Learn how the fat tails of realistic models affect the hedging and risk analysis of European options
This video, one of six from the Wiley WILMOTT Summit on Risk and Quantitative Modeling in Finance, held on the 11th December 2012 at Columbia University, New York feature the presentations from thought leaders and industry experts aiming to draw together some of the lessons of the last decade in order to restate the discipline's fundamental role in driving the future success of the global market economy.
This is the time to define what quantitative finance really means beyond the fallout of the global financial crisis and to identify the technology and techniques that will power innovation and growth.
Videos in this series include:
Paul Wilmott - Recent Advances in Stupid Ideas in Quant Finance
Kent Osband - Fooled by Rational Turbulence
Aaron Brown - And The Cows That Were Ugly and Gaunt Ate Up The Seven Sleek, Fat Cows
Patrick S. Hagan - On Beyond Black: Volatility Surfaces and Dark Noise
Edward O. Thorp - What Finance Has Taught Me
Chaired by Jack Schwager - Wiley Wilmott Summit Debate, Is Finance the sickness or the cure? Joined by Paul Wilmott, Kent Osband, Aaron Brown and Patrick S. Hagan


Titel: Patrick S. Hagan - On Beyond Black
Autoren/Herausgeber: Patrick S. Hagan
Ausgabe: 1. Auflage

ISBN/EAN: 9781118716984

Format: 19,1 x 1,4 cm
Produktform: Video
Gewicht: 74 g
Sprache: Englisch

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