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XVII Workshop on Quantitative Finance -- Session on RISK I (Sala Azzurra)
Parallel Sessions
28 January 2016 - 28 January 2016
Aims and Research Directions
List of Participants
Invited Speakers
Timetable
Documents
Timetable
Weeks:
[
Thu 28 Jan - Thu 28 Jan
]
Date
Time
Speaker
Room
Thu 28 Jan
9:00- 10:30
Luciano, Elisa - Tolomeo, Antonella
"RISK I: Information effects in longevity-linked vs purely financial portfolios"
Sala Azzurra
9:00- 10:30
Cariboni, Jessica - Heynderickx, Wouter - Smits, Bert
"RISK I: The Relationship between Risk-Neutral and Actual Default Probabilities: the Credit Risk Premium"
Sala Azzurra
9:00- 10:30
Baviera, Roberto - La Bua, Gaetano - Pellicioli, Paolo
"RISK I: A note on CVA and Wrong Way Risk"
Sala Azzurra
