IF Colloquium No.9 – Portfolio Selection, Pricing and Hedging Financial Derivatives

Speaker : Udomsak Rakwongwan, Ph.D. , Department of Mathematics Faculty of Sciences, Kasetsart University, Thailand

Abstract :

This talk gives a brief overview of some of the research topics in Financial Mathematics, including portfolio selection, technical analysis, pricing and hedging of financial derivatives. The speaker starts by introducing the portfolio selection problem which can be expressed as a stochastic optimisation problem. He then gives an overview of technical analysis used for trading. The definition and the examples of how to price and hedge financial derivatives are also given.

Keywords: Hedging, Financial, Derivatives

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