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Probability Density of Lognormal Fractional SABR Model

January 24, 2017 @ 6:00 pm - 7:30 pm UTC+0

Probability Density of Lognormal Fractional SABR Model

With Dr. Tai-Ho Wang.

Details

Date:
January 24, 2017
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.