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Explore the concept of martingale model risk in this 58-minute lecture by Nizar Touzi from New York University, delivered at the Eastern Conference on Mathematical Finance hosted by the Fields Institute. Delve into the intricacies of financial modeling and risk assessment as Touzi examines the potential pitfalls and challenges associated with martingale models in quantitative finance. Gain insights into the latest research and methodologies used to address model risk in financial mathematics, and understand how these concepts impact risk management strategies in the financial industry.
Syllabus
Martingale model risk
Taught by
Fields Institute