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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.
