XVII WORKSHOP ON QUANTITATIVE FINANCE
SESSIONS: Mathematical Finance. Risk. Portfolio Selection. Interest Rates and Foreign Exchange. Optimization. Liquidity, Volatility and Trading. Finance. Volatility. Pricing. Energy.
28 January 2016 - 29 January 2016
Current List of Participants (See Documents)
[table view]
Domenico Di Gangi
SNS
Poster:
POSTER SESSION: Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network
Paolo Di Tella
Communication:
On the Chaotic Representation Property of CompensatedCovariation
Ljubica Djordjevic
Communication:
Till Mortgage Do Us Part: Refinancing Costs and Mortgage Shopping
Elena Dumitrescu
Communication:
INTEREST RATES... : Exchange Rate Volatility Forecasting: a Multivariate Realized-GARCH Approach
Enrico Edoli
Communication:
Optimal intra-day power trading with a Gaussian additive process
Elyas Elyasiani
Communication:
Towards a skewness index for the Italian stock market
Hans-Jürgen Engelbert
Institut for Stochastics, University of Jena
Communication:
Brownian Bridges on Random Intervals
Annalisa Fabretti
Communication:
Convex Incentives in Financial Markets: an AgentBased
Gianluca Farina
Poster:
POSTER SESSION: A model of infectious defaults with immunization
Salvatore Federico
Università di Genova
Communication:
OPTIMIZATION: Explicit investment rules with time-to-build and uncertainty
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