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Workshop D

October 30, 2019, 9:30 am-11:00 am

Free

Błażej Kochański, PhD
Financial Risk and the Kelly Formula

Using TV series Numb3rs in conjunction with simulation of throwing the dice as a starting point, we will discuss probability in gambling in order to scrutinize such issues as: the idea of Kelly formula; probability in finances; risk management in decision-making process in financial sector; conflict with traditional portfolio theory. Methods applied: internet game of chance, film presentation, discussion and analysis of the game of chance results plus short lecture on history and consequences of Kelly formula.

Details

Date:
October 30, 2019
Time:
9:30 am-11:00 am
Cost:
Free
Event Category:

Venue

ROOM: 207 WZiE

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