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]

Giorgio Ferrari

Communication: A solvable two-dimensional degenerate singular stochastic control problem with non convex costs

Lucio Fiorin

Communication: Pricing via Quantization in Stochastic Volatility Models

Claudio Fontanari

Università degli studi di Trento
Communication: OPTIMIZATION: Optimal investment with intermediate consumption under no unbounded profits with bounded risk

Matteo Formenti

Communication: The efficiency of Anderson-Darling test with limited sample size size: an application to

Marco Frittelli

Università di Milano
Communication: MATHEMATICAL FINANCE I: Modelfree superhedging duality

Gianluca Fusai

Communication: INTEREST RATES... : HJM multiple-curve model with time-changed Levy processes

Mhamed Gaigi

Communication: OPTIMIZATION: Optimal Investment in Markets with Over and UnderReaction

Marco Gallana

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

Luca Gambarelli

Communication: Towards a skewness index for the Italian stock market

Anna Maria Gambaro

Communication: INTEREST RATES... : HJM multiple-curve model with time-changed Levy processes

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