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1
Introduction
2
Motivation
3
Findings
4
In the Money Derivatives
5
Basic Model
6
Notations
7
Baseline Model
8
Minimum
9
Second Round
10
Formal Results
11
Volume of Bilateral Contracts
12
Is Collateral Liquid
Description:
Explore a comprehensive lecture from the Brooklyn Quant Experience Lecture Series featuring Samim Ghamami, a distinguished Senior Researcher at NYU and UC Berkeley, Senior Economist and Managing Director at the Financial Services Forum, and Adjunct Professor of Finance at New York University. Delve into topics such as motivation, findings, in-the-money derivatives, and various models including the basic, baseline, and minimum models. Examine formal results, the volume of bilateral contracts, and the liquidity of collateral in this 58-minute presentation hosted by the Department of Finance and Risk Engineering on April 8, 2021.

Brooklyn Quant Experience Lecture Series - Financial Derivatives and Collateral Liquidity

New York University (NYU)
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