The Risk of Optimal, Continuously Rebalanced Hedging Strategies and Its Efficient Evaluation via Fourier Transform
Ales Cerny holds a BSc and MSc in Mathematical Engineering from the Czech Technical University in Prague, and a PhD in Economics from the University of Warwick.
| Event information | |
|---|---|
| Date | 21 January 2004 |
| Time | 13:00-14:00 (Timezone: Europe/London) |
| Venue | ICMA Centre, Room G03/04 |
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He has spent 7 years at Imperial College London, among others developing and teaching one of the core courses on the MSc in Finance programme. Ales is currently a full professor of finance at the Cass Business School, City University London and a co-director of the PhD programme at Cass.
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