XVII Workshop on Quantitative Finance -- Session on RISK I (Sala Azzurra)

Parallel Sessions

28 January 2016 - 28 January 2016

Current List of Participants (See Documents)

[table view]

Roberto Baviera

Communication: RISK I: A note on CVA and Wrong Way Risk

Jessica Cariboni

Communication: RISK I: The Relationship between Risk-Neutral and Actual Default Probabilities: the Credit Risk Premium

Wouter Heynderickx

Communication: RISK I: The Relationship between Risk-Neutral and Actual Default Probabilities: the Credit Risk Premium

Gaetano La Bua

Communication: RISK I: A note on CVA and Wrong Way Risk

Elisa Luciano

Università degli Studi di Torino
Communication: RISK I: Information effects in longevity-linked vs purely financial portfolios

Paolo Pellicioli

Communication: RISK I: A note on CVA and Wrong Way Risk

Wim Schoutens

Bert Smits

Communication: RISK I: The Relationship between Risk-Neutral and Actual Default Probabilities: the Credit Risk Premium

Antonella Tolomeo

Communication: RISK I: Information effects in longevity-linked vs purely financial portfolios