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]

Pages: [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16]

Leonardo Becchetti

Communication: PORTFOLIO SELECTION: Fishing the Corporate Social Responsibility Risk Factors

Matteo Ludovico Bedini

Communication: Brownian Bridges on Random Intervals

Fabio Bellini

Università degli Studi di Milano Bicocca

Enrico Biffis

Communication: A pricing formula for delayed claims: Appreciating the past to value the future

Giacomo Bormetti

Scuola Normale Superiore, Pisa
Communication: A backward Monte Carlo approach to exotic option pricing
Communication: The Mixture Transition Distribution model for market impact and price dynamics .

Jean-Philippe Bouchaud

Communication: The Mixture Transition Distribution model for market impact and price dynamics .

Marianna Brunetti

Communication: Till Mortgage Do Us Part: Refinancing Costs and Mortgage Shopping

Renato Bruni

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

Rainer Buckdahn

Université de Bretagne Occidentale (Brest), Laboratoire de Mathématiques CNRS-UMR 6205
Communication: Brownian Bridges on Random Intervals

Matteo Burzoni

Communication: MATHEMATICAL FINANCE I: Modelfree superhedging duality

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