Saturday, October 30, 2010

Stock loans in Harry Potter land

I ended my short visit to the UK by giving a talk on stock loans at the Nomura Seminar Series in Oxford yesterday.

There could not be a better place for me to present about this particular paper. It extends previous results by Xunyu Zhou to incomplete markets, using techniques developed by Vicky Henderson and Thaleia Zariphopoulou, all three of them members of the impressive Oxford-Man Institute. Alas, by a series of unfortunate events, they were all out of the country and could not attend my talk, but I maintain that the place was ideal, if only because it gave me the chance to take pictures of some Harry Potter locations.

1 comment:

  1. Stock loan services are a smart choice. A loan against securities is a great way to enhance your earning power. Many international firms will now lend you a percentage of the money you have invested in the market. This is known as securities lending, and it's a great idea.