Plenary presentations

Presentersort descending Title Time Session Room
Carr, Peter Derivatives and Duality June 6, 09:30-10:30 I10 Aud NBB
Cont, Rama High frequency trading in limit order markets: mathematical modeling and asymptotic analysis June 5, 10:00-11:00 I9 AB
Duffie, Darrell Efficient Contracting in Network Markets June 3, 09:30-10:30 I5 AB
Eberlein, Ernst Valuation in illiquid markets June 6, 10:30-11:30 I11 Aud NBB
Embrechts, Paul Risk Aggregation under Dependence Uncertainty June 2, 16:00-17:00 I2 AB
Geman, Helyette Introducing Metrics to Measure Integration between Commodity Markets - Applications to the US, UK and Japanese Natural Gas Markets June 4, 09:00-10:00 I6 AB
Glasserman, Paul Market-Triggered Contingent Capital: Equilibrium Price Dynamics June 3, 08:30-09:30 I4 AB
Hobson, David Model-free hedging June 4, 10:00-11:00 I7 AB
Karatzas, Ioannis Stable diffusions with rank-based interactions and models of large equity markets June 2, 17:00-18:00 I3 AB
Platen, Eckhard Beyond the Classical Paradigm June 2, 14:30-15:30 I1 AB
Shreve, Steven Diffusion scaling of a limit-order book model June 5, 09:00-10:00 I8 AB