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Free Lecture / Discussion

Presented By: Department of Mathematics

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Van Eenam Lectures

Walter Schachermayer

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Van Eenam poster
October 2 - The Amazing Power of Dimensional Analysis in Finance: Market Impact and the Intraday Trading Invariance Hypothesis NEW TIME: 5:10 p.m.
October 3 - Cover's Universal Portfolio, Stochastic Portfolio Theory and the Numeraire Portfolio
October 4 - A Trajectorial Intrepretation of Doob's Martingale Inequalities
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Van Eenam poster

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