A Probabilistic Interpretation of an Arbitrage-Free Implied Volatility Smile
Academic,
Lecture / Panel
Open to the Public
You are invited to attend a lecture titled:
A Probabilistic Interpretation of an Arbitrage-Free Implied Volatility Smile
Speaker: Peter Carr, Department Head, Finance and Risk Engineering, NYU Tandon
Thursday, September 13, 6pm
MakerSpace eventspace, 6 Metrotech Center, Brooklyn, NY 11201
Light refreshments will be served.