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MSRI-UP 2011: Mathematical Finance, presentation 6 - Pricing of American Options using the Longstaff-Schwartz Algorithm
Presenters
- Dan Matovu
- Adrian Ochoa
- Diego Osorio
July 22, 2011
SLMath
MSRI-UP 2011: Mathematical Finance, presentation 5: Conditioning the Capital Asset Pricing Model (CAPM) with Implied Volatility
Presenters
- Allyson Blizman
- Elisa Rosales
- Alejandro Samaniego
July 22, 2011
SLMath
MSRI-UP 2011: Mathematical Finance, presentation 4 - Investigating the Use of Volatility Derivatives to Hedge Portfolios
Presenters
- Kerisha Burke
- Jasmine Osorio
- Nathan Lopez
July 22, 2011
SLMath