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ORIE Colloquium on 2/7/2012 - Sergey Nadtochiy:… duration 1 hour 7 minutes ORIE Colloquium on 2/7/2012 - Sergey Nadtochiy:… ORIE Colloquium on 2/7/2012 - Sergey Nadtochiy: Market-based Approach to Modeling Derivatives Prices	ORIE Colloquium on 2/7/2012 - Sergey Nadtochiy: Market-based Approach to Modeling Derivatives Prices Most classical models for derivatives prices focus on prescribing the time evolution of the underlying stochastic factors. The prices of derivatives are then computed, for example, via the… dynamic topology question eng process condition concepts in physics statistical mechanics interest on premise derivatives (finance) functions and mappings commerce stock price scientific modeling business law psychometrics number data modeling physical chemistry pricing thoroughbred racehorses differential topology security function interest rate economic systems capitalism option caption complete market interest rates educational psychology methodology assumption american racehorses economics terminology market structure and pricing international relations macroeconomics surveying representation thing consistent large class investment differential geometry algebra economies spring 2012 civil law (common law) economic ideologies mediasite market based mathematical finance geometric topology true model parameter price simple model basic financial concepts banking consistency systems engineering space marketing accountancy colloidal chemistry insurance terms financial markets problem problem space physical quantities model From E. Cornelius 2 plays

ORIE Colloquium on 2/7/2012 - Sergey Nadtochiy:…

duration 1 hour 7 minutes

ORIE Colloquium on 2/7/2012 - Sergey Nadtochiy:…

ORIE Colloquium on 2/7/2012 - Sergey Nadtochiy: Market-based Approach to Modeling Derivatives Prices

Most classical models for derivatives prices focus on prescribing the time evolution of the underlying stochastic factors. The prices of derivatives are then computed, for example, via the…