1:02:44BIg Network Data by Patrick Wolfe
A 63-minute video from LSE Statistics: “BIg Network Data by Patrick Wolfe”.
LSE Statistics
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1:02:44
15:41Capital allocation under the Fundamental Review of Trading book - Prof. Hao Xing
A 16-minute video from LSE Statistics: “Capital allocation under the Fundamental Review of Trading book - Prof. Hao Xing”.
1:03:35Capitalising on pensions freedom: reinventing the life annuity by Catherine Donnelly
A 64-minute video from LSE Statistics: “Capitalising on pensions freedom: reinventing the life annuity by Catherine Donnelly”.
58:32Equilibrium asset pricing with transaction costs by Johannes Muhle Karbe
A 59-minute video from LSE Statistics: “Equilibrium asset pricing with transaction costs by Johannes Muhle Karbe”.
36:55Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough) by Giorgia Callegaro
A 37-minute video from LSE Statistics: “Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough) by Giorgia Callegaro”.
56:50On a Portfolio Selection Problem using Individual Performance Scores by Milan Vojnovic
A 57-minute video from LSE Statistics: “On a Portfolio Selection Problem using Individual Performance Scores by Milan Vojnovic”.
1:07:48On continuous time games with asymmetric information by Catherine Rainer
A 68-minute video from LSE Statistics: “On continuous time games with asymmetric information by Catherine Rainer”.
47:41Picking Winners: From Venture Capital to Fantasy Sports - Tauhid Zaman
A 48-minute video from LSE Statistics: “Picking Winners: From Venture Capital to Fantasy Sports - Tauhid Zaman”.
1:01:34Price impact in the Kyle-Back equilibrium model by José Manuel Corcuera Valverde
A 62-minute video from LSE Statistics: “Price impact in the Kyle-Back equilibrium model by José Manuel Corcuera Valverde”.
1:05:48Pricing and Hedging in rough volatility models by Antoine Jacquier
A 66-minute video from LSE Statistics: “Pricing and Hedging in rough volatility models by Antoine Jacquier”.
1:04:03Probability Weighting, Stop-Loss and the Disposition Effect by Vicky Henderson
A 64-minute video from LSE Statistics: “Probability Weighting, Stop-Loss and the Disposition Effect by Vicky Henderson”.
1:00:49Simple Transaction Cost Bounds by Bruno Bouchard
A 61-minute video from LSE Statistics: “Simple Transaction Cost Bounds by Bruno Bouchard”.
56:35Some remarks on functionally generated portfolios by Johannes Ruf
A 57-minute video from LSE Statistics: “Some remarks on functionally generated portfolios by Johannes Ruf”.
44:36State constrained optimal control problems via reachability approach by Athena Picarelli
A 45-minute video from LSE Statistics: “State constrained optimal control problems via reachability approach by Athena Picarelli”.
57:09The Extended Surface SVI (eSSVI) Model by Claude Martini
A 57-minute video from LSE Statistics: “The Extended Surface SVI (eSSVI) Model by Claude Martini”.
1:04:19VIX derivatives in rough forward variance models by Stefano De Marco
A 64-minute video from LSE Statistics: “VIX derivatives in rough forward variance models by Stefano De Marco”.
54:14Value adjustment and dynamic hedging of reinsurance counterparty risk - Katia Colaneri
Advanced
A 54-minute video from LSE Statistics: “Value adjustment and dynamic hedging of reinsurance counterparty risk - Katia Colaneri”.
54:09Variable annuities with high water mark withdrawal benefit by Patrick Cheridito
A 54-minute video from LSE Statistics: “Variable annuities with high water mark withdrawal benefit by Patrick Cheridito”.
42:56Viability and Arbitrage under Knightian Uncertainty - Frank Riedel
Advanced
A 43-minute video from LSE Statistics: “Viability and Arbitrage under Knightian Uncertainty - Frank Riedel”.