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The Risk of Optimal, Continuously Rebalanced Hedging Strategies and Its Efficient Evaluation via Fourier Transform

Event information
Date 21 January 2004
Time 13:00-14:00 BST
Venue ICMA Centre, Room G03/04
Event types:
Research Seminars

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.