Modelling Volatility Surfaces - Dimension Reduction Techniques to Extract Structure from Option Price Data
Duration: 40 mins 54 secs
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About this item
| Description: |
Jones, S
Wednesday 22nd November 2017 - 13:50 to 14:25 |
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| Created: | 2017-11-23 11:01 |
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| Collection: | Cantab Capital Institute for the Mathematics of Information – Connecting with Industry |
| Publisher: | Isaac Newton Institute |
| Copyright: | Jones, S |
| Language: | eng (English) |
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