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]

Domenico Di Gangi

SNS
Poster: POSTER SESSION: Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network

Paolo Di Tella

Communication: On the Chaotic Representation Property of CompensatedCovariation

Ljubica Djordjevic

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

Elena Dumitrescu

Communication: INTEREST RATES... : Exchange Rate Volatility Forecasting: a Multivariate Realized-GARCH Approach

Enrico Edoli

Communication: Optimal intra-day power trading with a Gaussian additive process

Elyas Elyasiani

Communication: Towards a skewness index for the Italian stock market

Hans-Jürgen Engelbert

Institut for Stochastics, University of Jena
Communication: Brownian Bridges on Random Intervals

Annalisa Fabretti

Communication: Convex Incentives in Financial Markets: an AgentBased

Gianluca Farina

Poster: POSTER SESSION: A model of infectious defaults with immunization

Salvatore Federico

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

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