How to invest optimally in a market (4/4)

Prof. Ralf Korn speaks about modern portfolio optimization techniques and how real traders apply them. He includes topics such as Defaultables and Market Crash hedging, which in current times of credit crunch and sub prime crisis is extremely relevant. The mathematical techniques used for that sort of modelling will be explained in detail. This is the last video from the morning session. Filmed 10 December 2008 at University of St. Andrews. Slides available at http://www.economicsnetwork.ac.uk/archive/standrews_phd/korn_portfolio.htm

The Economics Network
Speaker: Ralf Korn

Category:

Education

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• googlevideo
• lecture
• economics
• finance