LECTURE AUDIO AND SLIDES

April 20, 2014

Sensitivity analysis of utility based prices and risk-tolerance wealth processes
Dmitry Kramkov
Carnegie Mellon

This web presentation contains the audio and slides of a lecture given at the Fields Institute on September 28, 2005 as part of the Seminar Series on Quantitative Finance. RealPlayer 7 or later, or other software capable of playing streaming audio, is required.

Start audio presentation


You may browse the slides in the presentation (a browser capable of displaying PNG graphics is required). Or, you may download a higher-resolution printer-ready version in PDF format (requires Acrobat Reader).

Shown: slide 18, large size.   Previous Slide | Next Slide | Switch to small size

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 Image of Slide