Smith-Wilson Seminarium på Stockholms Universitet

Onsdagen den 13 april 2016 klockan 15:15 håller Andreas Lagerås (SU) ett seminarium med titeln “Issues with the Smith-Wilson method“.

Abstract: I will show some unfortunate side effects of new EU regulation which affects markets worth tens of trillions of Swedish kronor. Lots of pretty pictures and some Gaussian processes! No prerequisite knowledge of financial or actuarial mathematics needed. Based on joint work with Mathias Lindholm.

Lokalen är Cramér-rummet (rum 306) hus 6 i Kräftriket, se länk