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Option-Implied Value-at-Risk and the Cross-Section of Stock Returns

February 15, 2018 @ 6:00 pm - 7:30 pm UTC+0

Option-Implied Value-at-Risk and the Cross-Section of Stock Returns

With Alexander Feser, visiting scholar at NYU Stern, PhD student at the University of St. Gallen.

Details

Date:
February 15, 2018
Time:
6:00 pm - 7:30 pm UTC+0

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Collaborative events organized by Bloomberg LP, Global Risk Institute, Cornell Financial Engineering Manhattan, International Association of Quantitative Finance (IAQF), NYU Courant Institute of Mathematical Sciences, and NYU Tandon School of Engineering.