Andreas Lagerås: Issues with the Smith-Wilson method
Time: Wed 2016-04-13 15.15
Location: Room 306, House 6, Kräftriket, Department of Mathematics, Stockholm University
Participating: Andreas Lagerås (SU)
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.