Explore the concept of turbulence in finance through this 56-minute lecture by Mike Lipkin, presented as part of the Brooklyn Quant Experience Lecture Series at New York University's Department of Finance and Risk Engineering. Delve into topics such as standard deviation, rough path theory, replication, hedging strategies, and energy transfer in financial systems. Gain insights into advanced quantitative concepts and their applications in the financial world, as Lipkin guides you through a comprehensive exploration of turbulence and its implications for financial modeling and risk management.
Overview
Syllabus
Introduction
No Mouse
Questions
Order Drop
Lightning Review
Standard Deviation
Turbulence
Rough Path
Notation
PLL
Replication
Trading Scheme
Hedging Strategy
Magic Money Making
Energy Transfer
Financial Systems
SD Description
Conclusion
Taught by
NYU Tandon School of Engineering
