Dr. Hans Bühler

— abgelegt unter:

Deep statistical hedging

  • Vortrag
Wann 27.06.2017
von 14:15 bis 15:45
Wo HS II, Albertstr. 23b
Termin übernehmen vCal
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.
More information on Hans Bühler:
Everybody is welcome !
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