Derivative Pricing and Risk Management in the Energy Markets: the Role of Mathematics - UCTV - University of California Television
Derivative Pricing and Risk Management in the Energy Markets: the Role of Mathematics
Premiere Date: 8/25/2003; 58 minutes


Copy the following code and paste it into your web page to embed this video:

Rene Carmona, Professor of Engineering and Finance at Princeton University, examines the role played by mathematics in the "Wild Wild West" of the pre-Enron collapse and the role that the mathematicians should play in the current search for sanity. This discussion is followed by a more technical review of some of the current academic research on the pricing and the hedging of temperature options. (#7820)

add a comment

facebook comments
Sign up for UCTV's monthly e-newsletter:
contact
contact info

feedback

press

watch
where to watch

videos & podcasts

live stream

retransmission

more info
about uctv

faqs

program contributors

university of california

sitemap

follow



©2012 Regents of the University of California. All right reserved. Terms and Conditions of Use.