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Centre for Financial Mathematics Seminar Series

June 19, 2018 @ 1:30 pm - 2:30 pm

Speaker

Professor David Johnstone (Faculty of Business, Sydney Business School, UOW) 

Title

Investment concepts from quantitative finance

Abstract

The talk reviews some fundamental concepts from quantitative finance, aiming to make them interesting to maths/stats students. These include the notion of arbitrage applied to pricing uncertain future payoffs, and derivatives of those payoffs. The other main topic covered is “financial Darwinism” and the factors that determine whether an investor succeeds or not. Connections are made with “Kelly betting” and the “limits to arbitrage”.

 

 

Please let the event organiser know if you want to join the speaker for lunch at Expresso Warriors before the seminar at 12pm.

Venue

Building 39A Room 208
University of Wollongong
Wollongong, NSW Australia
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