Special Topics in Financial Mathematics:

Fall 2024, PSTAT 262FM

Martingale Optimal Transport: Applications to Finance

Recommended Prerequisites: PSTAT 223 A-B Stochastic Calculus and Financial Modeling

TEXT:
Pierre Henry-Labordere Model-free Hedging. A Martingale Optimal Transport Viewpoint

Chapman & Hall/CRC Financial Mathematics Series, 2017.

Friday 10:00 -- 11:50 - South Hall 5607F

See you on Canvas

Jean-Pierre Fouque 

		Office: South Hall 5504
fouque at pstat.ucsb.edu