Read more at: Cambridge Finance Seminar - Mark Davis
Cambridge Finance Seminar - Mark Davis
PLEASE NOTE VENUE IS TRINITY HALL AND CHANGE OF TIME TO 5.30 ON THIS OCCASION. Cambridge Finance Seminar Series Welcomes Mark H. A. Davis Department of Mathematics Imperial College London Consistency of Risk Measure Estimates Abstract Recently there has been renewed debate about the relative merits of VaR and CVaR as...
Thursday, 6 February, 2014 - 17:30 to 18:30