This event is in the past.It took place on March 18, 2026 at East Hall.
Educational TalkEducational TalkExplore how Wall Street handles uncertainty in derivative pricing. This math talk introduces Bid-Ask Martingale Optimal Transport, a method for pricing illiquid assets when bid-ask spreads complicate traditional models. Bring your curiosity and maybe a coffee.
Academic seminar
Financial mathematics
Derivatives pricing
Graduate-level
Bid-Ask Martingale Optimal Transport
Burns Park
Educational TalkEducational TalkExplore how Wall Street handles uncertainty in derivative pricing. This math talk introduces Bid-Ask Martingale Optimal Transport, a method for pricing illiquid assets when bid-ask spreads complicate traditional models. Bring your curiosity and maybe a coffee.
Academic seminar
Financial mathematics
Derivatives pricing
Graduate-level
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