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Pricing and Hedging in Rough Volatility Models

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

Pricing and Hedging in Rough Volatility Models

With Antoine Jack Jacquier, Senior Lecturer, Imperior College London and Weissman Visiting Professor at Baruch College.

Details

Date:
February 7, 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.