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]

Cynthia van Hulle

Communication: Commonality in High-Frequency Trading

Tiziano Vargiolu

Università degli Studi di Padova
Communication: Optimal intra-day power trading with a Gaussian additive process

Bertrand Villeneuve

Communication: OPTIMIZATION: Explicit investment rules with time-to-build and uncertainty

Marie-Therese Wolfram

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

Gunther Wuyts

Communication: Commonality in High-Frequency Trading

[<<Prev - Next>>]