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1
Introduction
2
No Mouse
3
Questions
4
Order Drop
5
Lightning Review
6
Standard Deviation
7
Turbulence
8
Rough Path
9
Notation
10
PLL
11
Replication
12
Trading Scheme
13
Hedging Strategy
14
Magic Money Making
15
Energy Transfer
16
Financial Systems
17
SD Description
18
Conclusion
Description:
Explore the concept of turbulence in finance through this 56-minute lecture by Mike Lipkin, presented as part of the Brooklyn Quant Experience Lecture Series at New York University's Department of Finance and Risk Engineering. Delve into topics such as standard deviation, rough path theory, replication, hedging strategies, and energy transfer in financial systems. Gain insights into advanced quantitative concepts and their applications in the financial world, as Lipkin guides you through a comprehensive exploration of turbulence and its implications for financial modeling and risk management.

Turbulence in Finance - BQE Lecture Series

New York University (NYU)
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