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Dr. Hans Bühler

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Deep statistical hedging

  • Vortrag
When Jun 27, 2017
from 02:15 PM to 03:45 PM
Where HS II, Albertstr. 23b
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It is a great pleasure to announce the talk of Hans Bühler (JP Morgan, Quantitative Research) 
Deep statistical hedging
Portfolio optimisation of derivatives under transaction cost and liquidity: we present a framework for portfolio optimisation of derivatives in multiple periods and ideas how to solve the associated numerical problems. We highlight open question and directions of further research.
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Everybody is welcome !
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