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]

Peter Tankov

Université Denis Diderot, Paris
Communication: 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 Torino
Communication: 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 Zürich
Communication: 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

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