Financial Innovation and Backward Stochastic Difference Equations
1 hour 2 mins,
113.59 MB,
MP3
44100 Hz,
250.15 kbits/sec
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About this item
| Description: |
M Dempster (University of Cambridge)
Wednesday 10th December 2014 - 10:00 to 11:00 |
|---|
| Created: | 2015-01-19 12:18 |
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| Collection: | Systemic Risk: Mathematical Modelling and Interdisciplinary Approaches |
| Publisher: | Isaac Newton Institute |
| Copyright: | M Dempster |
| Language: | eng (English) |
| Distribution: |
World
(downloadable)
|
| Explicit content: | No |
| Aspect Ratio: | 16:9 |
| Screencast: | No |
| Bumper: | UCS Default |
| Trailer: | UCS Default |
| Abstract: | We discuss the optimal design of new securities to cover currently untraded risks in an incomplete market environment. |
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| MPEG-4 Video | 640x360 | 1.91 Mbits/sec | 889.79 MB | View | Download | |
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| iPod Video | 480x270 | 492.07 kbits/sec | 223.45 MB | View | Download | |
| MP3 * | 44100 Hz | 250.15 kbits/sec | 113.59 MB | Listen | Download | |
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