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]

Michael Schneider

Scuola Normale Superiore
Seminar: POSTER SESSION: Liquidity Dynamics and Illiquidity Cascades in the European Sovereign Bond Market

Paul Schneider

Communication: How to sample from a distribution when only the moments are known with an application to affine

Wim Schoutens

Simone Scotti

Université de Paris (Paris Diderot)
Communication: OPTIMIZATION: Optimal Investment in Markets with Over and UnderReaction

Andrea Scozzari

Communication: PORTFOLIO SELECTION: On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection

Patrizia Semeraro

Communication: Pricing multivariate barrier reverse convertible with factor-based subordinators

Carlo Sgarra

Politecnico di Milano
Communication: OPTIMIZATION: Optimal Investment in Markets with Over and UnderReaction

Bert Smits

Communication: RISK I: The Relationship between Risk-Neutral and Actual Default Probabilities: the Credit Risk Premium

Panagiotis Souganidis

University of Chicago
Communication: MATHEMATICAL FINANCE I: Parabolic free boundary price formation models under market size fluctuations

Luca Spadafora

Communication: The efficiency of Anderson-Darling test with limited sample size size: an application to

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