Financial Innovation and Backward Stochastic Difference Equations
1 hour 2 mins,
889.79 MB,
MPEG-4 Video
640x360,
29.97 fps,
44100 Hz,
1.91 Mbits/sec
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About this item
Description: |
M Dempster (University of Cambridge)
Wednesday 10th December 2014 - 10:00 to 11:00 |
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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 | |
WebM | 640x360 | 878.13 kbits/sec | 398.76 MB | View | Download | |
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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