Mathematics Colloquia and Seminars
Recent Research in Risk Neutral PricingDistinguished Lecture Series
|Speaker:||George Papanicolaou, Stanford University|
|Start time:||Fri, Feb 28 2014, 11:00AM|
I will review briefly risk neutral pricing of derivatives (the Black-Scholes-Merton theory) and discuss contemporary issues such as stochastic volatility models, commodities and default.