Portfolio theory and derivative pricing event

The “Portfolio theory and derivative pricing” event is meant to bring together a group of researchers actively working in the area of portfolio theory (pure and applied aspects are of interest) and derivative pricing. The overall goal is to achieve a synergy from diverse specific expertise represented by participants to produce methodologies with a potential to go beyond the classic portfolio theory, both in the theoretical and computational aspects. The conference is co-organised by the Institute of Mathematics and the Systems Research Institute of the Polish Academy of Sciences (PAS).

Professor Dr. Andrzej Skulimowski was invited to present the paper on “Applying real options in the strategic planning of a knowledge repository exploitation”, referring to one of a novel methods applied when building the MOVING exploitation strategy.