XVII Workshop on Quantitative Finance -- Session on RISK II (Sala Stemmi)

Parallel Sessions

29 January 2016 - 29 January 2016

Current List of Participants (See Documents)

[table view]

Cagin Ararat

Communication: Dual representations for systemic risk measures

Francesco Cesarone

Communication: A Quick Tool to forecast VaR using Implied and Realized Volatilities

Tommaso Colozza

Communication: Synthetic and cash sovereign credit market: heading towards a unified European framework

Stefano Colucci

Communication: A Quick Tool to forecast VaR using Implied and Realized Volatilities

Jacopo Corbetta

Communication: Backtesting Lambda Value at Risk

Ilaria Peri

Communication: Backtesting Lambda Value at Risk

Birgit Rudloff

Vienna University of Economics and Business
Communication: Dual representations for systemic risk measures