This is a searchable repository of links to math videos. The database is regularly updated with videos from the following websites. If there is a source of videos which you would like to be added to this list, please send me an email at admin@videoarxiv.org.
All talks
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Title: Arbitrage of the first kind and filtration enlargements in semimartingale financial models
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Title: Optimal discrete-time hedging with directional views, or how to make some money while hedging your option
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Title: Robust superhedging and the FTAP in con- tinuous time for continuous processes
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Title: A convergence result for the Émery topology and a variant of the proof of the Fundamental Theorem of Asset Pricing
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Title: Equilibrium in risk sharing games
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Title: Taylor approximation of incomplete Radner equilibrium models
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Title: Arbitrage and Duality in Discrete-Time Models
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Title: An optimality principle from mass transport and applications to model-independence
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Title: Existence of close to Pareto optimal incomplete Radner equilibrium
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Title: Stochastic target games via regularized viscosity solutions: application to super-hedging under coefficients’ uncertainty
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Title: An optimal stopping approach to the n-marginal Root problem, and applications to variance options
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Title: Moral Hazard in Dynamic Risk Management
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Title: Equilibrium with risk averse market makers and related inverse problems
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Title: Strong supermartingales and portfolio optimisation under transaction costs
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Title: Robust hedging of barrier options with beliefs on implied Volatility
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