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)
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 TrentoCommunication: 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 MilanoCommunication: 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