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)
Tommy Garling
Communication: Convex Incentives in Financial Markets: an AgentBased
Rosella Giacometti
Poster: POSTER SESSION: A model of infectious defaults with immunization
Beniamin Goldys
The University of New South WalesCommunication: A pricing formula for delayed claims: Appreciating the past to value the future
Martino Grasselli
Communication: Pricing via Quantization in Stochastic Volatility Models
Zorana Grbac
Department of Mathematics - Sveuilite u ZagrebuCommunication: Derivative pricing for a multi-curve extension of the Gaussian exponentially quadratic short rate
Peter Gruber
Communication: The Price of the Smile and Variance Risk Premia
Lars Grüne
Communication: Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices .
Paolo Guasoni
Dipartimento di Matematica, Università di PisaCommunication: OPTIMIZATION: Disentangling Overlapping Shocks in Portfolio Choice
Peter Hansen
Communication: INTEREST RATES... : Exchange Rate Volatility Forecasting: a Multivariate Realized-GARCH Approach
Stefano Herzel
Communication: Convex Incentives in Financial Markets: an AgentBased
Communication: PORTFOLIO SELECTION: Optimal Asset Allocation In Money Management Under Mean-Reverting Returns