Super-Hedging Prices in Financial Markets with Transaction Costs
Offered By: Banach Center via YouTube
Course Description
Overview
Explore super-hedging prices in financial markets with transaction costs in this 22-minute conference talk presented by Agnieszka Rygiel from the Department of Mathematics at the Cracow University of Economics. Delivered at the 51st Conference on Applications of Mathematics, the lecture delves into the complexities of financial markets, focusing on the impact of transaction costs on super-hedging strategies. Gain insights into advanced mathematical concepts applied to financial modeling and risk management in markets where trading incurs additional expenses.
Syllabus
Super-hedging prices in financial markets with transaction costs
Taught by
Banach Center
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