CRM: Centro De Giorgi
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XVII Workshop on Quantitative Finance -- Session on RISK II (Sala Stemmi)

Parallel Sessions

29 January 2016 - 29 January 2016

Timetable

Weeks: [Fri 29 Jan - Fri 29 Jan]
Date Time Speaker Room
Fri 29 Jan 11:00- 13:00 Ararat, Cagin - Rudloff, Birgit
"Dual representations for systemic risk measures" 		Sala Stemmi
11:00- 13:00 Colozza, Tommaso
"Synthetic and cash sovereign credit market: heading towards a unified European framework" 		Sala Stemmi
11:00- 13:00 Corbetta, Jacopo - Peri, Ilaria
"Backtesting Lambda Value at Risk" 		Sala Stemmi
11:00- 13:00 Cesarone, Francesco - Colucci, Stefano
"A Quick Tool to forecast VaR using Implied and Realized Volatilities" 		Sala Stemmi