LECTURE AUDIO AND SLIDES

April 18, 2014

Discrete Time Pricing and Hedging of Options under Liquidity Risk
Hyejin Ku
York University

This web presentation contains the audio and slides of a lecture given at the Fields Institute on February 3, 2012 as part of the Second Quebec-Ontario Workshop on Insurance Mathematics.

Listen to audio presentation:

If the format you are requesting has not been viewed recently, expect a 20-30 second delay while it is rebuilt.

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 28, 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 Image of Slide