MSRI-UP 2011: Mathematical Finance, presentation 4 - Investigating the Use of Volatility Derivatives to Hedge Portfolios
Presenters
July 22, 2011
Keywords:
- mathematical finance
- options and derivatives
- hedge funds
- risk analysis
- market predictions
MSC:
- 91B28
- 91B24
- 91Bxx
- 91-xx
- 91B26
- 91B06
- 91B30
Abstract
The MSRI-UP summer program is designed for undergraduate students who have completed two years of university-level mathematics courses and would like to conduct research in the mathematical sciences.