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UID:20250921T102312EDT-7427hEmGen@132.216.98.100
DTSTAMP:20250921T142312Z
DESCRIPTION: \n\nSéminaire Departmental Research Seminar\n\nDynamic risk ma
 nagement\n\nDr. F. Godin\, Concordia University\n\nAbstract:\n\nThe applic
 ation of mathematics to a financial risk management problem is illustrated
 . The case of a financial institution hedging a stock option payoff with a
  stocks portfolio is considered. Notions of sequential decision problems a
 nd dynamic programming are discussed. The Bellman equation is used to opti
 mize the hedge.\n
DTSTART:20161202T170000Z
DTEND:20161202T170000Z
LOCATION:LB 921-4\, SGW\, CA\, QC\, Montreal\, H3G 1M8\, Library Building C
 oncordia\, 1400 de Maisonneuve West
SUMMARY:Dr. F. Godin\, Concordia University
URL:/mathstat/channels/event/dr-f-godin-concordia-univ
 ersity-264450
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