Video: Mathieu Rosenbaum, "Rough Volatility - from microstructural foundations to smile"

Video From 16w5134: Stochastic Analysis and Mathematical Finance - A Fruitful Partnership

Tuesday, May 24, 2016 15:18 - 16:05

Rough Volatility - from microstructural foundations to smile

Mathieu Rosenbaum, Video: Rough Volatility - from microstructural foundations to smile

Mathieu Rosenbaum, Rough Volatility - from microstructural foundations to smile, Stochastic Analysis and Mathematical Finance - A Fruitful Partnership, BIRS, BIRS talk, 16w5134, math, mathematics, video

Banff International Research Station

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mpeg4

209M

http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos

http://www.birs.ca/events/2016/5-day-workshops/16w5134/videos/watch/201605241518-Rosenbaum.html

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