Towards Data-driven Equal Risk Pricing and Hedging of Financial Derivatives
Description:
Explore a 52-minute lecture by Erick Delage from HEC Montréal on data-driven approaches to equal risk pricing and hedging of financial derivatives. Delve into advanced quantitative finance concepts as part of the 2023-2024 Quantitative Finance Seminar series at the Fields Institute. Gain insights into innovative methods for pricing and risk management in financial markets, with a focus on leveraging data-driven techniques to enhance decision-making in derivative trading and hedging strategies.
Towards Data-Driven Equal Risk Pricing and Hedging of Financial Derivatives