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]

Marco Maggis

Communication: MATHEMATICAL FINANCE I: Modelfree superhedging duality

Teodoro Mainetti

Communication: Going hybrid: a joint model for temperature and natural gas

Cecilia Mancini

Communication: Truncated Realized Covariance when prices have infinite variation jumps.

Maria Elvira Mancino

Università di Firenze

Daniele Marazzina

Communication: Flow of funds, High Water Mark and asset allocation

Marina Marena

Communication: Pricing multivariate barrier reverse convertible with factor-based subordinators

Peter Markowich

Communication: MATHEMATICAL FINANCE I: Parabolic free boundary price formation models under market size fluctuations

Stefano Marmi

Scuola Normale Superiore and Laboratorio Fibonacci, UMI 3483, CNRS-Pisa
Poster: POSTER SESSION: When panic makes you blind: a chaotic route to systemic risk

Elisa Mastrogiacomo

Università di Trento
Poster: POSTER SESSION: Jump diffusions and portfolio optimization with state dependent risk aversion .

Piero Mazzarisi

Università di Bologna
Poster: POSTER SESSION: When panic makes you blind: a chaotic route to systemic risk

[<<Prev - Next>>]