The Equity Risk Premium: An Options-based Approach — new talk slides posted

Yesterday I gave a talk for the Financial engineering workshops at the Bayes Business School (London). My thanks to Laura Ballotta and Gianluca Fusai for the speaking invitation.

I presented results from my forthcoming book: “The Equity Risk Premium: An Options-based Approach”. (If you’ve seen slides from an earlier talk I gave at Stevens Institute of Technology, note that there is a lot of new material in this one).

If you’re interested, here are the slides for download:


Update: The book is now released and available at amazons worldwide. Here is the link for amazon.com (US): Amazon
For other amazons, see the list here: Welcome to Finance Press