LECTURE AUDIO AND SLIDES

April 23, 2014

Hedging Options on Realized Variance
Roger Lee
University of Chicago

This web presentation contains the audio and slides of a lecture given at the Fields Institute on March 26, 2008 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 1, small size.   Next Slide | Switch to large 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 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 Image of Slide