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Stan Uryasev's Quantitative Finance Journey

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Manage episode 433927753 series 2936468
内容由Dimitri Bianco提供。所有播客内容(包括剧集、图形和播客描述)均由 Dimitri Bianco 或其播客平台合作伙伴直接上传和提供。如果您认为有人在未经您许可的情况下使用您的受版权保护的作品,您可以按照此处概述的流程进行操作https://zh.player.fm/legal

I had a great time talking with Stan Uryasev and learning about his journey to quantitative finance. Stan is one of the authors of the original paper on Conditional Value at Risk (CVaR). CVaR is taught in almost every finance program and has had a large impact on the finance community. Stan is also a professor and endowed chair of Stony Brook's Quantitative Finance program which includes a Masters program and a PhD program. We will also discuss some mathematical art from his wife Oxana Uryasev about the Gabriel Horn.
Stan's Website:
http://uryasev.ams.stonybrook.edu/

Support the show

  continue reading

章节

1. Stan Uryasev's Quantitative Finance Journey (00:00:00)

2. [Ad] The Multiverse Employee Handbook (00:18:29)

3. (Cont.) Stan Uryasev's Quantitative Finance Journey (00:19:08)

114集单集

Artwork
icon分享
 
Manage episode 433927753 series 2936468
内容由Dimitri Bianco提供。所有播客内容(包括剧集、图形和播客描述)均由 Dimitri Bianco 或其播客平台合作伙伴直接上传和提供。如果您认为有人在未经您许可的情况下使用您的受版权保护的作品,您可以按照此处概述的流程进行操作https://zh.player.fm/legal

I had a great time talking with Stan Uryasev and learning about his journey to quantitative finance. Stan is one of the authors of the original paper on Conditional Value at Risk (CVaR). CVaR is taught in almost every finance program and has had a large impact on the finance community. Stan is also a professor and endowed chair of Stony Brook's Quantitative Finance program which includes a Masters program and a PhD program. We will also discuss some mathematical art from his wife Oxana Uryasev about the Gabriel Horn.
Stan's Website:
http://uryasev.ams.stonybrook.edu/

Support the show

  continue reading

章节

1. Stan Uryasev's Quantitative Finance Journey (00:00:00)

2. [Ad] The Multiverse Employee Handbook (00:18:29)

3. (Cont.) Stan Uryasev's Quantitative Finance Journey (00:19:08)

114集单集

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