Domov > Obvestila > Antonino Zanette: Pricing and Hedging GLWB and GMWB in the Heston and Black-Scholes with stochastic interest rates model

Antonino Zanette: Pricing and Hedging GLWB and GMWB in the Heston and Black-Scholes with stochastic interest rates model

Datum objave: 11. 6. 2018
Vir: Seminar za verjetnost, statistiko in finančno matematiko
Četrtek, 14. junija 2018, ob 14:15 v predavalnici 3.06 na FMF, Jadranska 21, Ljubljana.
V četrtek, 14. junija 2018, ob 14:15 bo v predavalnici 3.06 Fakultete za matematiko in fiziko Univerze v Ljubljani na Jadranski ulici 21 v Ljubljani potekalo predavanje Antonina Zanetteja (University of Udine) z naslovom Pricing and Hedging GLWB and GMWB  in the Heston and Black-Scholes with stochastic interest rates model.