Videos

MSRI-UP 2011: Mathematical Finance, presentation 4 - Investigating the Use of Volatility Derivatives to Hedge Portfolios

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.