Risk Management with Levy Processes

revised: 19.04.2016

Date: April 21, 2016 Thursday
Time: 13.00-17.00
Place: santralistanbul Campus, Board of Trustees Room

The workshop is organized by İstanbul Bilgi University Department of Banking and Finance in cooperation with the Center for Financial Studies. The focus will be on selected applications of Lévy processes in finance, such as risk estimation ex ante/ex post, option pricing and corporate hedging, including theoretical background.

The workshop will be based on Tichý, T. (2011): Lévy Processes in Finance: Selected applications with theoretical background, Series of Advanced Economic Issues (SAEI), vol. 9. Ostrava: VSB-TU Ostrava.

 The workshop will be in English. No translation services will be available.

 RSVP to sema.bayraktar@bilgi.edu.tr with your name and contact information.


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