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Turbulence in Finance - BQE Lecture Series

Turbulence in Finance - BQE Lecture Series

NYU Tandon School of Engineering via YouTube Direct link

Replication

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Replication

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Turbulence in Finance - BQE Lecture Series

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  1. 1 Introduction
  2. 2 No Mouse
  3. 3 Questions
  4. 4 Order Drop
  5. 5 Lightning Review
  6. 6 Standard Deviation
  7. 7 Turbulence
  8. 8 Rough Path
  9. 9 Notation
  10. 10 PLL
  11. 11 Replication
  12. 12 Trading Scheme
  13. 13 Hedging Strategy
  14. 14 Magic Money Making
  15. 15 Energy Transfer
  16. 16 Financial Systems
  17. 17 SD Description
  18. 18 Conclusion

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