The Risk of Optimal, Continuously Rebalanced Hedging Strategies and Its Efficient Evaluation via Fourier Transform
|Date||21st January 2004|
|Time||1:00pm - 2:00pm|
|Venue||ICMA Centre, Room G03/04|
He has spent 7 years at Imperial College London, among others developing and teaching one of the core courses on the MSc in Finance programme. Ales is currently a full professor of finance at the Cass Business School, City University London and a co-director of the PhD programme at Cass.