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)
Jiatu Cai
Communication: Asymptotic Lower Bounds for Optimal Tracking
Giorgia Callegaro
Communication: A backward Monte Carlo approach to exotic option pricing
Communication: OPTIMIZATION: Optimal Investment in Markets with Over and UnderReaction
Communication: Pricing via Quantization in Stochastic Volatility Models
Jessica Cariboni
Communication: RISK I: The Relationship between Risk-Neutral and Actual Default Probabilities: the Credit Risk Premium
Claudia Ceci
Communication: MATHEMATICAL FINANCE I: The FöllmerSchweizer decomposition under incomplete information
Francesco Cesarone
Communication: A Quick Tool to forecast VaR using Implied and Realized Volatilities
Communication: PORTFOLIO SELECTION: On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection
Huy N. Chau
Communication: OPTIMIZATION: Optimal investment with intermediate consumption under no unbounded profits with bounded risk
Cuchiero Christa
Communication: Polynomial processes in stochastic portfolio theory
Kim Christensen
Communication: The Drift Burst Hypothesis
Rocco Ciciretti
Communication: PORTFOLIO SELECTION: Fishing the Corporate Social Responsibility Risk Factors
Communication: Till Mortgage Do Us Part: Refinancing Costs and Mortgage Shopping
Katia Colaneri
Communication: MATHEMATICAL FINANCE I: The FöllmerSchweizer decomposition under incomplete information