Optimal Hedging and Parameter Uncertaintly
Michael Monoyios is a University Lecturer in Financial Mathematics at the Mathematical Institute, University of Oxford.
| Event information | |
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| Date | 22 November 2006 |
| Time | 13:00-14:00 BST |
| Venue | ICMA Centre, Room G03/04 |
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His research interests include: optimal hedging in incomplete markets, transaction costs and singular control, model uncertainty, and information problems. Monoyios obtained a PhD in Theoretical Physics from Imperial College, and was then a Royal Society Research Fellow at the Niels Bohr Institute in Copenhagen. He was then a trader of interest rate derivatives from 1990 to 1993 before returning to academia in Financial Mathematics.