Login

Robust pricing, hedging and investing in discrete time

9. July 2015
Kategorie: 
Research Seminars
TU Berlin, Room MA 041, Straße des 17. Juni 136, 10623 Berlin, 4 p.m.
Ludovic Tangpi (HU Berlin)
We provide a theoretical framework for pricing, hedging and investing in a model-independent financial market. Our method relies on representation results for convex increasing functionals and extends to hedging problems with given marginals. Based on joint works with P. Cheridito and M. Kupper.

News

d-fine: job opportunities

d-fine continuously offers job opportunities for students and university graduates, both internships and permanent positions. Please use the following Link if you are curious to learn more about working in the exciting field of quantitative finance consultancy.