XVII Workshop on Quantitative Finance -- POSTER SESSION

28 January 2016 - 28 January 2016

Timetable

Date	Time	Speaker	Room
Thu 28 Jan	14:00- 15:00	Oikonomikou, Leoni Eleni "POSTER SESSION: Modeling Financial Market Volatility in Transition Markets: A multivariate case"
	14:00- 15:00	Dang-Nguyen, Stephane - Rakontondratsimba, Yves "POSTER SESSION: Control of price acceptability under the univariate Vasicek model."
	14:00- 15:00	Farina, Gianluca - Giacometti, Rosella "POSTER SESSION: A model of infectious defaults with immunization"
	14:00- 15:00	Di Gangi, Domenico - Lillo, Fabrizio - Pirino, Davide "POSTER SESSION: Assessing Systemic Risk Due to Fire Sales Spillover Through Maximum Entropy Network"
	14:00- 15:00	Oliva, Immacolata "POSTER SESSION: Arbitrage-Free Pricing of American Contingent Claims in Uncertain Volatility Market Models"
	14:00- 15:00	Lillo, Fabrizio - Marmi, Stefano - Mazzarisi, Piero "POSTER SESSION: When panic makes you blind: a chaotic route to systemic risk "
	14:00- 15:00	Hitaj, Asmerilda - Mastrogiacomo, Elisa "POSTER SESSION: Jump diffusions and portfolio optimization with state dependent risk aversion ."