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]

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 Wales
Communication: 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 Zagrebu
Communication: 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 Pisa
Communication: 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

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