XVII Workshop on Quantitative Finance -- Session on VOLATILITY (Sala Azzurra)
Parallel Sessions
28 January 2016 - 28 January 2016Timetable
Weeks:
[Thu 28 Jan - Thu 28 Jan]
| Date | Time | Speaker | Room |
|---|---|---|---|
| Thu 28 Jan | 17:30- 19:00 |
Elyasiani, Elyas - Gambarelli, Luca - Muzzioli, Silvia "Towards a skewness index for the Italian stock market" |
Sala Azzurra |
| 17:30- 19:00 |
Pacati, Claudio - Pompa, Gabriele - Renò, Roberto "Smiling twice: The Heston++ model" |
Sala Azzurra | |
| 17:30- 19:00 |
La Bua, Gaetano "A Hybrid SLV model with Multifactor Stochastic Volatility" |
Sala Azzurra | |