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 2016Current List of Participants (See Documents)
Peter Tankov
Université Denis Diderot, ParisCommunication: Asymptotic Lower Bounds for Optimal Tracking
Damian Eduardo Taranto
Communication: The Mixture Transition Distribution model for market impact and price dynamics .
Fabio Tardella
Communication: PORTFOLIO SELECTION: On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection
Claudio Tebaldi
Politecnico di TorinoCommunication: The Price of the Smile and Variance Risk Premia
Gabriele Tedeschi
Communication: From bond yield to macroeconomic instability: a parsimonious affine model
Josef Teichmann
ETH ZürichCommunication: MATHEMATICAL FINANCE I: Parabolic free boundary price formation models under market size fluctuations
Marcello Terraneo
Communication: The efficiency of Anderson-Darling test with limited sample size size: an application to
Antonella Tolomeo
Communication: OPTIMIZATION: Disentangling Overlapping Shocks in Portfolio Choice
Communication: RISK I: Information effects in longevity-linked vs purely financial portfolios
Bence Toth
Communication: The Mixture Transition Distribution model for market impact and price dynamics .
Fabio Trojani
Communication: The Price of the Smile and Variance Risk Premia