XVII Workshop on Quantitative Finance -- POSTER SESSION

28 January 2016 - 28 January 2016

Current List of Participants (See Documents)

[table view]

Stephane Dang-Nguyen

Poster: POSTER SESSION: Control of price acceptability under the univariate Vasicek model.

Domenico Di Gangi

SNS
Poster: POSTER SESSION: Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network

Gianluca Farina

Poster: POSTER SESSION: A model of infectious defaults with immunization

Rosella Giacometti

Poster: POSTER SESSION: A model of infectious defaults with immunization

Asmerilda Hitaj

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

Fabrizio Lillo

Scuola Normale Superiore, Pisa
Poster: POSTER SESSION: Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network
Seminar: POSTER SESSION: Liquidity Dynamics and Illiquidity Cascades in the European Sovereign Bond Market
Poster: POSTER SESSION: When panic makes you blind: a chaotic route to systemic risk

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

Leoni Eleni Oikonomikou

28 January 2016 - 28 January 2016
Poster: POSTER SESSION: Modeling Financial Market Volatility in Transition Markets: A multivariate case

[<<Prev - Next>>]